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Korean Journal of Financial Studies 2004;33(4):175-212.
Published online December 31, 2004.
An Empirical Study on Credit Risk of Corporate Bond Using Structural Model
Jae Kwon Byun, Young Min Jang
구조모형을 이용한 회사채 신용위험에 관한 실증연구
변재권, 장영민
Key Words: 구조모형,기업가치 변동성,신용등급,신용위험,신용위험가격,Credit ratings,Credit risk,Credit spread,Merton 모형,Merton model,Structural model,Volatility of firm value
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