Comparison between Static and Dynamic Models of Credit Risk Measurement: Evidence from Chinese Listed Companies
This study attempts to choose an applicable credit risk measurement model to forecast the future status of Chinese listed firms among three traditional credit risk models: Z-score model, logit model and hazard model by using the sample of A-shares listed firms in Shanghai and Shenzhen Stock Exchange...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2014
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| Online Access: | https://eprints.nottingham.ac.uk/27399/ |