The Study of Sovereign Credit Risk Ratings: An Application of Panel Date Analysis
碩士 === 國立高雄第一科技大學 === 風險管理與保險系碩士班 === 105 === This study uses the price of treasury bills to estimate the probability of default, And then uses the probability of default to estimates the credit default swap spread (CDS spread). We would like to analyze the relationship between the result of CDS s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6m2qxk |