Structural Models and Bank Credit Risk-- An Empirical Analysis
碩士 === 國立臺灣大學 === 財務金融學研究所 === 95 === Most existing empirical studies on structural form credit models exclude bank industry because of its high leveraged capital structure. In this study, among the first few studies, we examine the prediction performance of four famous structural form models in ba...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69753427539284596972 |