Fundamentals-based estimation of default probabilities a survey /
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Searvvušdahkkit: | , |
| Materiálatiipa: | Elektrovnnalaš E-girji |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
[Washington, D.C.] :
International Monetary Fund, Monetary and Financial Systems Dept.,
c2006.
|
| Ráidu: | IMF working paper ;
WP/06/149. |
| Fáttát: | |
| Liŋkkat: | An electronic book accessible through the World Wide Web; click to view |
| Fáddágilkorat: |
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Geahča maid: Fundamentals-based estimation of default probabilities
- Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
- Distance-to-default in banking a bridge too far? /
- The costs of sovereign default /
- The Option-iPoD : the probability of default implied by option prices based on entropy /
- Market-based estimation of default probabilities and its application to financial market surveillance
- Currency mismatches and corporate default risk modeling, measurement, and surveillance applications /