Industry Network Risk and Corporate Default Prediction
碩士 === 國立交通大學 === 財務金融研究所 === 105 === Previous literature has documented the cross-industry return and tail risk predictability, especially during financial crisis. This study investigates the effects of inter-industry return and tail risk in the context of default prediction using forward intensity...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57s7hx |