Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
Author
Department/s
Publishing year
2003
Language
English
Publication/Series
Working Papers. Department of Economics, Lund University
Issue
1
Links
Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- banking crisis
- default
- credit risk
- extreme value theory
Status
Published