Similar Search Results

Modeling of recovery rate for a given default by non-parametric method

Chen, Rongda; Zhou, Hanxian; Jin, Chenglu; Zheng, Wei - In: Pacific-Basin finance journal 57 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012170556

Effect of short-term debt on default risk : evidence from Pacific Basin countries

Wang, Chih-Wei; Chiu, Wan-Chien - In: Pacific-Basin finance journal 57 (2019), pp. 1-21

Persistent link: https://www.econbiz.de/10012170627

Modeling default prediction with earnings management

Lin, Hsiou-Wei William; Lo, Huai-Chun; Wu, Ruei-Shian - In: Pacific-Basin finance journal 40 (2016), pp. 306-322

Persistent link: https://www.econbiz.de/10011712253

Defaults and interest rates in international lending

Chowdhry, Bhagwan - In: Pacific-Basin finance journal 8 (2000) 3/4, pp. 333-345

Persistent link: https://www.econbiz.de/10001487802

Impaired bank health and default risk

Fukuda, Shin'ichi; Kasuya, Munehisa; Akashi, Kentaro - In: Pacific-Basin finance journal 17 (2009) 2, pp. 145-162

Persistent link: https://www.econbiz.de/10003830621

Default risk and equity returns : Australian evidence

Gharghori, Philip; Chan, Howard Wei-hong; Faff, Robert W. - In: Pacific-Basin finance journal 17 (2009) 5, pp. 580-593

We test whether default risk is related to equity returns using the Fama and MacBeth [Fama, E.F., MacBeth, J., 1973. Risk, return, and equilibrium: empirical tests. Journal of Political Economy 81, 607-636.] regression framework. The proxy we use for default risk is the default probability...

Persistent link: https://www.econbiz.de/10003895398