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Measuring Distance-to-Default for financial and non-financial firms
Duan, Jin-Chuan; Wang, Tao - In: Global credit review 2 (2012) 2, pp. 95-108
Persistent link: https://www.econbiz.de/10009656997
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Default correlations and large-portfolio credit analysis
Duan, Jin-Chuan; Miao, Weimin - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 536-546
Persistent link: https://www.econbiz.de/10011692400
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Default probabilities of privately held firms
Duan, Jin-Chuan; Kim, Baeho; Kim, Woojin; Shin, Donghwa - In: Journal of banking & finance 94 (2018), pp. 235-250
Persistent link: https://www.econbiz.de/10011966607
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Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan; Wang, W.-T. - In: Applied quantitative finance, (pp. 73-91). 2017
Persistent link: https://www.econbiz.de/10011794954
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Assessing the cost of Taiwan's deposit insurance
Duan, Jin-Chuan; Yu, Min-Teh - In: Pacific-Basin Finance Journal 2 (1994) 1, pp. 73-90
Persistent link: https://www.econbiz.de/10005372379
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Loan commitments, investment decisions and the signalling equilibrium
Duan, Jin-Chuan; Yoon, Suk Heun - In: Journal of Banking & Finance 17 (1993) 4, pp. 645-661
Persistent link: https://www.econbiz.de/10005201947
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A reply to "a note on the implications of traded options on the pricing of the underlying stock"
Duan, Jin-Chuan; Moreau, Arthur F.; Sealey, C. W. - In: International Review of Economics & Finance 3 (1994) 1, pp. 125-128
Persistent link: https://www.econbiz.de/10005205502
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Some implications of traded options on the pricing of the underlying stock
Duan, Jin-Chuan; Moreau, Arthur F.; Sealey, C. W. - In: International Review of Economics & Finance 1 (1992) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10005205578
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Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach
Duan, Jin-Chuan; Zhang, Hua - In: Journal of Banking & Finance 25 (2001) 11, pp. 1989-2014
Persistent link: https://www.econbiz.de/10005213169
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Fixed-rate deposit insurance and risk-shifting behavior at commercial banks
Duan, Jin-Chuan; Moreau, Arthur F.; Sealey, C. W. - In: Journal of Banking & Finance 16 (1992) 4, pp. 715-742
Persistent link: https://www.econbiz.de/10005213474