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Specification Analysis of Structural Credit Risk Models

Jing‐Zhi Huang, Zhan Shi, Hao Zhou
Year2019
VenueEuropean Finance Review
Typearticle
Citations79
DOI10.1093/rof/rfz006
OpenAlexW1916918052

Topics

Credit Risk and Financial RegulationsEconometricsCredit default swapVolatility (finance)Leverage (statistics)Equity (law)