Work

Forecasting Default with the Kmv-Merton Model

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.637342

Authors: Sreedhar T. Bharath, Tyler Shumway

Institutions: Arizona State University, University of Michigan

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2123249113

Cites: 17

Cited by: 225

Related to: 10