Default risk, systematic risk and Thai firms before, during and after the Asian crisis
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- Byström , Hans & Worasinchai , Lugkana & Chongsithipol , Srisuda, 2004. "Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis," Working Papers 2005:5, Lund University, Department of Economics.
References listed on IDEAS
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Cited by:
- Suzan Hol, 2006. "The influence of the business cycle on bankruptcy probability," Discussion Papers 466, Statistics Norway, Research Department.
- Marjit, Sugata & Das, Pranab Kumar & Bardhan, Samaresh, 2007. "A portfolio based theory of excessive foreign borrowing and capital control in a small open economy," Research in International Business and Finance, Elsevier, vol. 21(2), pages 175-187, June.
- Abinzano, Isabel & Gonzalez-Urteaga, Ana & Muga, Luis & Sanchez, Santiago, 2020. "Performance of default-risk measures: the sample matters," Journal of Banking & Finance, Elsevier, vol. 120(C).
- Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O., 2011.
"Modeling default probabilities: The case of Brazil,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 513-534, October.
- Benjamin M. Tabak & Daniel O. Cajueiro & A. Luduvice, 2011. "Modeling Default Probabilities: the case of Brazil," Working Papers Series 232, Central Bank of Brazil, Research Department.
- Marcelo Yoshio Takami & Benjamin Miranda Tabak, 2006. "Avaliação Do Risco Sistêmico Do Setor Bancário Brasileiro," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 96, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Evrensel, Ayse Y. & Kutan, Ali M., 2007. "IMF-related announcements and stock market returns: Evidence from financial and non-financial sectors in Indonesia, Korea, and Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 15(1), pages 80-104, January.
- Vo, D.H. & Pham, B.V.-N. & Pham, T.V.-T. & McAleer, M.J., 2019.
"Corporate Financial Distress of Industry Level Listings in an Emerging Market,"
Econometric Institute Research Papers
EI2019-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Duc Hong Vo & Binh Vo-Ninh Pham & Trung Vu-Thanh Pham & Michael McAleer, 2019. "Corporate Financial Distress of Industry Level Listings in an Emerging Market," Documentos de Trabajo del ICAE 2019-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Isabel Abinzano & Pilar Corredor & Beatriz Martinez, 2021. "Does family ownership always reduce default risk?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4025-4060, September.
- Jacques, Sébastien & Lai, Van Son & Soumaré, Issouf, 2011. "Synthetizing a debt guarantee: Super-replication versus utility approach," International Review of Financial Analysis, Elsevier, vol. 20(1), pages 27-40, January.
- Duc Hong Vo & Binh Ninh Vo Pham & Chi Minh Ho & Michael McAleer, 2019. "Corporate Financial Distress of Industry Level Listings in Vietnam," JRFM, MDPI, vol. 12(4), pages 1-17, September.
- Tabak, Benjamin M. & Staub, Roberta B., 2007. "Assessing financial instability: The case of Brazil," Research in International Business and Finance, Elsevier, vol. 21(2), pages 188-202, June.
- Dinh, Thi Huyen Thanh & Kleimeier, Stefanie, 2007. "A credit scoring model for Vietnam's retail banking market," International Review of Financial Analysis, Elsevier, vol. 16(5), pages 471-495.
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More about this item
JEL classification:
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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