• Search
  • Advanced Search
Korean J Financ Stud Search

CLOSE
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
TOOLS
Share :
Facebook Twitter Linked In Google+ Line it
METRICS Graph View
  • 421 View
  • 12 Download
Related articles in Korean J Financ Stud

An Empirical Study on Predictability of Return Dispersion2016 ;45(2)

An Empirical Study on the Relationship between Systematic Risk and CDS Spreads in the Korean Market2015 ;44(2)

An Empirical Study on Credit Rating Inflation in the Korean Corporate Bond Market2015 ;44(1)

Empirical Study on the Returns to Contrarian Investment Strategies in Korean Stock Market2006 ;35(1)

An Empirical Study of the Disposition Effect in the Behavioral Finance2004 ;33(2)

ABOUT
BROWSE ARTICLES
EDITORIAL POLICY
FOR CONTRIBUTORS
Editorial Office
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615    Fax: +82-2-783-6539    E-mail: office@e-kjfs.org                

Copyright © 2023 by Korean Securities Association.

Developed in M2PI

Close layer
prev next