Does the GARCH Structural Credit Risk Model Make a Difference?

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Does Quantity Make a Difference?

Do highly productive researchers have significantly higher probability to produce top cited papers? Or does the increased productivity in science only result in a sea of irrelevant papers as a perverse effect of competition and the increased use of indicators for research evaluation and accountability focus? We use a Swedish author disambiguated dataset consisting of 48,000 researchers and thei...

متن کامل

Does sex make a difference?

When it comes to health risks, sex does matter. Women are twice as likely as men to get multiple sclerosis, rheumatoid arthritis, and migraines. They're also more likely to get cataracts, hepatitis, and thyroid disease. Women experience depression about twice as often as men. And irritable bowel syndrome (IBS) is thought to affect twice as many women as men. Although men have more heart attacks...

متن کامل

A Structural Model for Sovereign Credit Risk

This paper provides, and empirically estimates, a structural model of sovereign default risk on external debt. The sovereign endogenously determines its level of foreign debt and default policy. Consistent with default crisis episodes, the sovereign and its lenders bargain at default over a reduction of the debt service. The potential for debt restructuring o¤ers the sovereign greater incentive...

متن کامل

Axillary irradiation in breast cancer; does meticulous contouring make a difference?

Background: Due to the current trends towards replacing axillary dissection with radiotherapy, the need for more precise definition for different nodal stations becomes a must to ensure safe and adequate dose coverage. So, our study aimed to evaluate the coverage of axillary nodal volumes based on Project on Cancer of the Breast (PROCAB) guidelines, for cases previously treated with our standar...

متن کامل

The Use of Self-Repair Strategies in Classroom Conversations: Does the Teacher’s Level of Reflection Make a Difference?

To better understand the pattern of language use and classroom interactions, this sequential mixed-methods study investigated the teachers’ use of self-repair strategies based on their level of reflection. To this end, 33 Iranian EFL teachers were selected from various institutions in Tehran. Data for the quantitative phase were collected from the reflectivity questionnaire developed by Akbari,...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SSRN Electronic Journal

سال: 2011

ISSN: 1556-5068

DOI: 10.2139/ssrn.1912792