A comparative study of the probability of default for global financial firms

Journal of Banking and Finance

Volumn 36, Issue 3, 2012, Pages 717-732

  Câmara, António ^a   Popova, Ivilina ^b   Simkins, Betty ^a  

^a OKLAHOMA STATE UNIVERSITY   (United States)

^b TEXAS STATE UNIVERSITY   (United States)

Author keywords

Default probabilities; Financial crises; KMV model; Option pricing

Indexed keywords

EID: 84856237679     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2011.02.019     Document Type: Article

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