Investigating the role of systematic and firm-specific factors in default risk: Lessons from empirically evaluating credit risk models

Journal of Business

Volumn 79, Issue 4, 2006, Pages 1955-1987

  Bakshi, Gurdip ^a   Madan, Dilip ^a   Zhang, Frank Xiaoling ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b Morgan Stanley ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748565335     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/503653     Document Type: Article

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