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Measuring Distance-to-Default for Financial and Non-Financial Firms

Author

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  • Jin-Chuan Duan

    (Risk Management Institute & Department of Finance, National University of Singapore, Singapore)

  • Tao Wang

    (Department of Finance, National University of Singapore, Singapore)

Abstract

No abstract received.

Suggested Citation

  • Jin-Chuan Duan & Tao Wang, 2012. "Measuring Distance-to-Default for Financial and Non-Financial Firms," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 95-108.
    • Handle: RePEc:wsi:gcrxxx:v:02:y:2012:i:01:n:s2010493612500067
    DOI: 10.1142/S2010493612500067
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    References listed on IDEAS

    as
    1. Duan, Jin-Chuan & Sun, Jie & Wang, Tao, 2012. "Multiperiod corporate default prediction—A forward intensity approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 191-209.
    2. van Damme, E.E.C., 2008. "Verdwaald tussen 'ja, tenzij' en 'nee, mits'," Other publications TiSEM 29967477-8e71-4257-abb6-5, Tilburg University, School of Economics and Management.
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