A comparative anatomy of credit risk models

• 1 January 2000
• journal article
• Published by Elsevier in Journal of Banking & Finance
• Vol. 24  (1-2) , 119-149
• https://doi.org/10.1016/s0378-4266(99)00054-0

Abstract

Keywords

• FUNCTIONAL FORM
• INVESTMENTS
• CREDIT RISK
• COMPARATIVE ANALYSIS
• RISK
• INVESTMENT RISK

All Related Versions

• Version 1, RePEc (Unconfirmed version)