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DEFAULT PROBABILITY (5) answer(s).
 
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1
ID:   280860


Anticipating credit events using credit default swaps,with an a / Chan-Lau, Jorge A.   Article
Chan-Lau, Jorge A. Article
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2
ID:   313808


END : A new indicator of financial and nonfinancial corporate sector vulnerability / Chan-Lau, Jorge A.; Gravelle, Toni 2005  Article
Chan-Lau, Jorge A. Article
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Publication WAshington, IMF, 2005.
Description 15p28cm
Series IMF- Working Paper No. 231
Summary/Abstract IMF/WP/05/231-WP/05/240
Standard Number GIPE Dep.
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Accession#Call#Current LocationStatusPolicyLocation
266290IMF/WP/05/231/266290MainOn ShelfGeneral 
3
ID:   352776


Estimating the default risk of public limited companies in India using structural KMV model / Gupta (Vandana) etc.   Journal Article
Gupta (Vandana) etc. Journal Article
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4
ID:   272636


How much leverage is too much or does corporate risk determine / Ivaschenko, Iryna   Article
Ivaschenko, Iryna Article
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5
ID:   313906


Market-based estimation of default probabilities and its application to financial market surveillance / Chan-Lau, Jorge A.   Article
Chan-Lau, Jorge A. Article
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