An Investigation of Default Risk of Taiwan Banking Industry
碩士 === 國立東華大學 === 會計與財務碩士學位學程 === 99 === The focus of this study is to use Logit model with the four variables of Duffie, Saita and Wang (2007)－a firm’s distant to default, the firm’s trailing stock return, risk-free rate and the TAIEX index returns, to estimate the default probabilities of the publ...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04242720338067601462 |