To Construct Credit Index and Its Base Correlation: The Cases of Financial and non-Financial Industries
碩士 === 國立臺灣大學 === 財務金融學研究所 === 102 === There are lots of area which does not have complete credit market. To analyze the credit risk of these area, first we have to construct these credit markets correctly. This article extends the study method of Lee, Chung and Tao (2011). By Moody’s KMV structure...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/b5hfwy |