Measuring Distance-to-Default for Financial and Non-Financial Firms

Jin-Chuan Duan () and Tao Wang ()
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Jin-Chuan Duan: Risk Management Institute & Department of Finance, National University of Singapore, Singapore
Tao Wang: Department of Finance, National University of Singapore, Singapore

Global Credit Review (GCR), 2012, vol. 02, issue 01, 95-108

Abstract: No abstract received.

Date: 2012
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DOI: 10.1142/S2010493612500067

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