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Default Econometrics and Default Application

Author

Listed:
  • Xuyuan Liu

    (Risk Management Institute, National University of Singapore, 21 Heng Mui Keng Terrace, Singapore 119613, Singapore)

  • Weimin Miao

    (Risk Management Institute, National University of Singapore, 21 Heng Mui Keng Terrace, Singapore 119613, Singapore)

Abstract

No abstract is available for this item.

Suggested Citation

  • Xuyuan Liu & Weimin Miao, 2016. "Default Econometrics and Default Application," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-9.
    • Handle: RePEc:wsi:gcrxxx:v:06:y:2016:i:01:n:s201049361650001x
    DOI: 10.1142/S201049361650001X
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    References listed on IDEAS

    as
    1. Duffie, Darrell & Saita, Leandro & Wang, Ke, 2007. "Multi-period corporate default prediction with stochastic covariates," Journal of Financial Economics, Elsevier, vol. 83(3), pages 635-665, March.
    2. Darrell Duffie & Andreas Eckner & Guillaume Horel & Leandro Saita, 2009. "Frailty Correlated Default," Journal of Finance, American Finance Association, vol. 64(5), pages 2089-2123, October.
    3. Duan, Jin-Chuan & Sun, Jie & Wang, Tao, 2012. "Multiperiod corporate default prediction—A forward intensity approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 191-209.
    4. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    5. Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
    6. Beaver, Wh, 1966. "Financial Ratios As Predictors Of Failure - Reply," Journal of Accounting Research, Wiley Blackwell, vol. 4, pages 123-127.
    7. Beaver, Wh, 1966. "Financial Ratios As Predictors Of Failure," Journal of Accounting Research, Wiley Blackwell, vol. 4, pages 71-111.
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