Forecasting Default with the KMV-Merton Model-Reference-Cited by-同舟云学术

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Forecasting Default with the KMV-Merton Model

Published:2004 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bharath Sreedhar T.,Shumway Tyler

Publisher

Elsevier BV

Reference28 articles.

1. Credit Risk Modelling: Current Practices and Applications;Basel Commitee on Banking Supervision,1999

2. Measuring Default Risk Premia from Default Swap Rates and EDFs

3. Equity volatility and corporate bond yields;John Y Campbell;Journal of Finance,2003

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