Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches
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DOI: 10.1177/031289620603100203
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References listed on IDEAS
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- Georges Dionne & Sadok Laajimi, 2009. "On the Determinants of the Implied Default Barrier," Cahiers de recherche 0914, CIRPEE.
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- 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.
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- Ballester, Laura & González-Urteaga, Ana & Martínez, Beatriz, 2020. "The role of internal corporate governance mechanisms on default risk: A systematic review for different institutional settings," Research in International Business and Finance, Elsevier, vol. 54(C).
- Abinzano, Isabel & Gonzalez-Urteaga, Ana & Muga, Luis & Sanchez, Santiago, 2022. "Lagged accuracy in credit-risk measures," Finance Research Letters, Elsevier, vol. 47(PA).
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- Lanlan Liu & Dan Luo & Liang Han, 2019. "Default risk, state ownership and the cross-section of stock returns: evidence from China," Review of Quantitative Finance and Accounting, Springer, vol. 53(4), pages 933-966, November.
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Keywords
DEFAULT-RISK MODELS; DEFAULT PREDICTION;Statistics
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