Can Market-Based Credit Risk Model Explain Credit Ratings?
碩士 === 國立成功大學 === 財務金融研究所 === 98 === The object of this paper is to discuss the relationships between the variables in market-based credit risk models and credit ratings. In this study, we use credit ratings to represent default probability, and examine the explanatory power of the variables in mark...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/21598147997652189116 |