Open AccessInvestigating the Sources of Default Risk: Lessons from Empirically Evaluating Credit Risk Models
Author(s) -
Gurdip Bakshi,
Dilip B. Madan,
Frank X. Zhang
Publication year - 2001
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2001.15
Subject(s) - credit risk , bond , leverage (statistics) , credit rating , economics , econometrics , coupon , maturity (psychological) , equity (law) , interest rate risk , sample (material) , financial distress , corporate bond , bond market , actuarial science , credit spread (options) , financial economics , monetary economics , finance , computer science , financial system , psychology , developmental psychology , chemistry , chromatography , machine learning , political science , law