Madalina Petrescu - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T06:14:32+00:00Estimation of the Default Risk of Publicly Traded Canadian Companies
https://www.bankofcanada.ca/2006/08/working-paper-2006-28/
Two models of default risk are prominent in the financial literature: Merton's structural model and Altman's non-structural model.2006-08-03T15:42:19+00:00enEstimation of the Default Risk of Publicly Traded Canadian Companies2006-08-03Credit and credit aggregatesDebt managementEconometric and statistical methodsFinancial marketsRecent economic and financial developmentsWorking Paper 2006-28 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-28.pdfEstimation of the Default Risk of Publicly Traded Canadian CompaniesGeorges DionneSadok LaajimiSofiane MejriMadalina PetrescuAugust 2006GG2G21G24G28G3G33