Evaluation and Influencing Factors of Default Risk and Interest Rate Risk for Bonds
Author:
Funder
AEIC Academic Exchange Information Centre
Publisher
Atlantis Press SARL
Reference17 articles.
1. Bandyopadhyay, Arindam, "Predicting probability of default of Indian corporate bonds: logistic and Z‐score model approaches." The Journal of Risk Finance (2006). https://doi.org/10.1108/15265940610664942
2. Zamore, S., et al., "Credit Risk Research: Review and Agenda." Social Science Electronic Publishing. https://doi.org/10.1080/1540496X.2018.1433658
3. Mouna, Aloui, and Jarboui Anis. "Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis: AGARCH-M approach." Cogent Economics & Finance 4.1 (2016): 1125332. https://doi.org/10.1080/23322039.2015.1125332
4. F.X. Huang, Y. Sheng, Z.J. Li, "Evaluation of default risk based on KMVmodel for ICBC, CCB and BOC." International Journal of Economics and Finance.2.1 (2010): 72-80. https://doi.org/10.5539/ijef.v2n1p72
5. L.Y. Qiao, Research on default risk measurement of credit bonds of listed companies based on modified KMV-Logit Model. Harbin Institute of Technology.
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