An investigation of default probability in Thailand
Using the sample of 100 most liquid companies listed in the Stock Exchange of Thailand during 1992-1999, the default probabilities from two approaches, the logit model and the KMV model, are calculated and compared. The results from the KMV model suggest that the default probabilities of financial i...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Technical Report |
| Language: | English |
| Published: |
Chulalongkorn University
2010
|
| Subjects: | |
| Online Access: | http://cuir.car.chula.ac.th/handle/123456789/12460 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|