Publikationer
Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
Avdelning/ar:
Publiceringsår: 2003
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers. Department of Economics, Lund University
Nummer: 1
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University
Sammanfattning
Disputation
Nyckelord
- Business and Economics
- banking crisis
- default
- credit risk
- extreme value theory
Övrigt
Published
