Searching For Landmines In Equity Markets
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DOI: 10.1142/S2010495214400041
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More about this item
Keywords
Distance-to-default (DTD) model; rare event logit (REL) model; cumulative accuracy profiles (CAP) curve; receiver operating characteristic (ROC) curve; G17; G33;All these keywords.
JEL classification:
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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