Asset Correlation—Evidence from UK Firms
碩士 === 元智大學 === 財務金融學系 === 98 === In this paper we estimate asset correlation with an empirical method, and test the relationship between asset correlation and default probability and test whether or not size is related to asset correlation. We employ Black-Sholes option pricing model (OPM) and Capi...
| 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/56652333718618513872 |