Is there Needed an Industry Approach on Corporate Default Risk? Case Study on Companies Listed on Romanian Stock Exchange
This paper focuses on applying Black and Scholes structural approach on credit risk in the case of the companies listed on Romanian Stock Exchange. We conduct a case-study on 35 companies belonging to five industries (energetic, materials, chemistry, pharmaceuticals, equipments) during a period of 1...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
General Association of Economists from Romania
2009-02-01
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| Series: | Theoretical and Applied Economics |
| Subjects: | |
| Online Access: | http://www.ectap.ro/articole/369.pdf |
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