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1
Distance to default based on the CEV-KMV model
Su, Wen
- In:
Journal of risk
24
(
2022
)
6
,
pp. 45-60
Persistent link: https://www.econbiz.de/10013549670
Saved in:
2
Estimation of default risk through Merton's distance to default model : an empirical study of four Indian Public Sector banks
Bendigeri, Raghavendra S.
- In:
International journal of business and globalisation : IJBG
37
(
2024
)
4
,
pp. 535-554
Persistent link: https://www.econbiz.de/10015063989
Saved in:
3
A
volatility
-based single parameter Loss Given Default model
Yang, Hank
- In:
Journal of risk management in financial institutions
8
(
2015
)
2
,
pp. 196-210
Persistent link: https://www.econbiz.de/10011306351
Saved in:
4
The risk effects of acquiring distressed firms
Bruyland, Evy
;
De Maeseneire, Wouter
- In:
Journal of business finance & accounting : JBFA
43
(
2016
)
9/10
,
pp. 1297-1324
Persistent link: https://www.econbiz.de/10011643937
Saved in:
5
Asset
volatility
Correia, Maria
;
Kang, Johnny
;
Richardson, Scott
- In:
Review of accounting studies
23
(
2018
)
1
,
pp. 37-94
Persistent link: https://www.econbiz.de/10011848277
Saved in:
6
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
7
Essays in financial economics and credit risk
Hilscher, Jens
-
2005
Persistent link: https://www.econbiz.de/10003384505
Saved in:
8
Responsible lending : credit may precipitate firm failure in volatile macroeconomic environments
Nkurunziza, Janvier D.
- In:
Journal of sustainable finance & investment
2
(
2012
)
2
,
pp. 95-118
Persistent link: https://www.econbiz.de/10009665359
Saved in:
9
The impact of distressed economies on the EU sovereign market
Groba, Jonatan
;
Lafuente, Juan Angel
;
Serrano, Pedro
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2520-2532
Persistent link: https://www.econbiz.de/10009760595
Saved in:
10
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
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