The Relationship Between Stock Returns And Different Default Risk Measured by Default Intensity
碩士 === 國立中興大學 === 財務金融學系所 === 102 === This research project is attempted to probe the relevance of default index and rate of return. The research objects are the listed companies in Taiwan. Apart from the commonly used Merton Model, the calculation method of default intensity from Duffie et al. (200...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/60077040820158837258 |