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Asset pricing models and economic risk premia: A decomposition
Hwang, Ruey-Ching; Chung, Huimin; Chu, C.K. - In: Journal of empirical finance 17 (2010) 1, pp. 54-81
Persistent link: https://www.econbiz.de/10008349678
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Predicting issuer credit ratings using a semiparametric method
Hwang, Ruey-Ching; Chung, Huimin; Chu, C. K. - In: Journal of empirical finance 17 (2010) 1, pp. 120-137
Persistent link: https://www.econbiz.de/10003943959
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Assessing bankruptcy prediction models via information content of technical inefficiency
Hwang, Ruey-ching; Siao, Jhao-siang; Chung, Huimin; … - In: Journal of productivity analysis 36 (2011) 3, pp. 263-273
Persistent link: https://www.econbiz.de/10009382023
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Does the local rating agency provide reliable credit ratings? : an empirical analysis from an emerging market
Hwang, Ruey-ching; Chung, Huimin; Siao, Jhao-siang; … - In: The journal of fixed income 22 (2012) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10009670747
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Predicting recurrent financial distresses with autocorrelation structure : an empirical analysis from an emerging market
Hwang, Ruey-ching; Chung, Huimin; Ku, Jiun-yi - In: Journal of financial services research : JFSR 43 (2013) 3, pp. 321-341
Persistent link: https://www.econbiz.de/10009758095
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A two-stage probit model for predicting recovery rates
Hwang, Ruey-Ching; Chung, Huimin; Chu, C. K. - In: Journal of financial services research : JFSR 50 (2016) 3, pp. 311-339
Persistent link: https://www.econbiz.de/10011667877
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Predicting Recurrent Financial Distresses with Autocorrelation Structure: An Empirical Analysis from an Emerging Market
Hwang, Ruey-Ching; Chung, Huimin; Ku, Jiun-Yi - In: Journal of Financial Services Research 43 (2013) 3, pp. 321-341
The dynamic logit model (DLM) with autocorrelation structure (Liang and Zeger Biometrika 73:13–22, <CitationRef CitationID="CR26">1986</CitationRef>) is proposed as a model for predicting recurrent financial distresses. This model has been applied in many examples to analyze repeated binary data due to its simplicity in computation and...</citationref>
Persistent link: https://www.econbiz.de/10010987900
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Assessing bankruptcy prediction models via information content of technical inefficiency
Hwang, Ruey-Ching; Siao, Jhao-Siang; Chung, Huimin; Chu, C. - In: Journal of Productivity Analysis 36 (2011) 3, pp. 263-273
Persistent link: https://www.econbiz.de/10010865946
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DOES THE LOCAL RATING AGENCY PROVIDE RELIABLE CREDIT RATINGS? An Empirical Analysis from an Emerging Market
Hwang, Ruey-Ching; Chung, Huimin; Siao, Jhao-Siang; … - In: The journal of fixed income 22 (2012) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10009991901
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Predicting Recurrent Financial Distresses with Autocorrelation Structure: An Empirical Analysis from an Emerging Market
Hwang, Ruey-Ching; Chung, Huimin; Ku, Jiun-Yi - In: Journal of financial services research : JFSR 43 (2013) 3, pp. 321-341
Persistent link: https://www.econbiz.de/10010107806