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| Tekijä: | Carty, L. V. |
| Otsikko: | Corporate credit-risk dynamics |
| Lehti: | Financial Analysts Journal
2000 : JUL/AUG, VOL. 56:4, p. 67-81 |
| Asiasana: | Credit Risk analysis Theories Companies Empirical research Macroeconomics Quantitative techniques |
| Kieli: | eng |
| Tiivistelmä: | The lack of widely available and comprehensive data of default activity on the corporate level has encouraged the advance of theories of corporate credit risk far beyond related empirical work. The article investigates the time inhomogeneity of company default risk - the pattern in which the risk of default for a company changes over time. The empirical analysis identifies and quantifies variations in default risk with macroeconomic conditions, with industries, and through time. |
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