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Unobserved systematic risk factor and default prediction · Study

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ArticleUnobserved systematic risk factor and default prediction

Min Qi2014

Article2014

Unobserved systematic risk factor and default prediction

Min Qi · Xiaofei Zhang · Xinlei Shelly Zhao

24 citations·0/0 files stored·Journal of Banking & Finance

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Credit Risk and Financial Regulations Financial Risk and Volatility Modeling Financial Distress and Bankruptcy Prediction

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1980Financial Ratios and the Probabilistic Prediction of Bankruptcy 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model 2008Forecasting Default with the Merton Distance to Default Model 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads

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Year2014

Typearticle

Published2014-09-28

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations24

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.jbankfin.2014.09.009

openalex_workW2013807439

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