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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

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

Essays in financial economics and credit risk

Hilscher, Jens - 2005

Persistent link: https://www.econbiz.de/10003384505

Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility

Forte, Santiago; Lovreta, Lidija - In: The journal of corporate finance : contracting, … 79 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014250993

Stock price default boundary : a Black-Cox model approach

Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013455157

Sovereign credit risk and stock markets : does the markets’ dependency increase with financial Distress?

Silva, Paulo Pereira da - In: International Journal of Financial Studies : open … 2 (2014) 1, pp. 145-167

-movement increases in periods of financial distress. I also analyze the transmission of volatility between the two markets. The results … do not support the hypothesis that volatility propagation surges during financial distress periods. On the contrary, for … some cases, the data suggests that the lead-lag relationships between the two markets volatility are stronger during stable …

Persistent link: https://www.econbiz.de/10010373349