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Seung Mo Cho

Yeungnam University - School of Economics & Finance

214-1, Dae-dong

Kyongsan, 712-749

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

1

DOWNLOADS

311

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

A Model on Credit Analysis: Combining a First Passage Model and Survival Analysis for Corporate Default

Financial Stability Studies, Vol. 14, No. 1, Korea Deposit Insurance Corporation(KDIC), 2013, pp. 109-159.
Number of pages: 52 Posted: 11 Aug 2017 Last Revised: 09 Jan 2019
Seung Mo Cho
Yeungnam University - School of Economics & Finance
Downloads 311 (242,568)

Abstract:

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Credit analysis, Corporate default, Survival analysis, Structural model, Black-Cox model, Merton model