Comparison between Static and Dynamic Models of Credit Risk Measurement: Evidence from Chinese Listed Companies

QR Code

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...

Full description

Bibliographic Details
Main Author:	Xu, Chaoben
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2014
Online Access:	https://eprints.nottingham.ac.uk/27399/

Similar Items

A study of credit risk measurement models：Evidence from Chinese listed companies
by: Zhao, Jing
Published: (2022)

Credit Ratings and Capital Structure in Chinese Listed Companies
by: WANG, QIAN
Published: (2017)

Prospect Theory and Risk-Return Relationship: Evidence from Chinese Listed Companies
by: Liao, Aijing
Published: (2014)

The Measurement and Control of Credit Risk in the Chinese Banking Sector and the Application of CreditMetrics Model
by: Guo, Xiaofei
Published: (2006)

Determinants of Capital Structure A Comparison Between UK and Chinese List Companies
by: Hu, Zongyao
Published: (2013)

Credit Risk Management in Banking Institutions: Comparison between Chinese Banks and UK Banks
by: YU, LIN
Published: (2009)

The Determinants of Credit Risk: Evidences from Chinese Commercial Banks
by: Wang, Yihui
Published: (2020)

Research on credit risk measurement and control of Chinese Commercial Banks
by: LIU, LU
Published: (2020)

Modelling Credit Risk for Chinese SMEs
by: Fan, Wenye
Published: (2020)

The relationship between the board characteristics and earnings management: Empirical evidence of Chinese Listed Companies
by: Yang, Xinyi
Published: (2020)

The impact of management overconfidence on the risk of stock price crash -- Evidence from Chinese listed companies
by: WANG, SHURONG
Published: (2022)

Capital structure dynamics and financing decisions of Chinese listed companies
by: Zhao, Yuan
Published: (2019)

The Determinants of Capital Structure: Evidence from Chinese-listed companies
by: WANG, YUAN
Published: (2019)

Determinants of capital structure: Evidence from Chinese listed IT companies
by: HE, YAO
Published: (2018)

Readability of Risk Disclosure: An Analysis of Chinese Overseas Listing Companies
by: GAO, Wanwei
Published: (2008)

Determinants of Credit Risk: Empirical Evidence from Chinese Commercial Banks
by: Chen, Mengjie
Published: (2019)

The Relationship Between Corporate Social Responsibility and Tax Avoidance: Evidence From Chinese Listed Companies
by: Huang, Xiting
Published: (2019)

The Relationship between Equity-based Compensation and Firm Performance: Evidence from Chinese Listed Companies
by: Zhang, Ying
Published: (2020)

Financial constraints and cash holdings: Evidences from Chinese listed companies
by: Yan, Xi
Published: (2018)

Determinants to influence the credit risk of global Islamic Banks: application of static models
by: Shahari, Farihana, et al.
Published: (2018)

Determinants of Capital Structure and Interacted Impact with Environmental dynamism on Firms Performance: Evidence from Chinese Listed Companies
by: Tang, Yuan
Published: (2012)

The Determinants of Credit Risk in Chinese Banks
by: Sun, Yu
Published: (2019)

Credit risk determinants analysis: Empirical evidence from Chinese commercial banks
by: LU, ZONGQI
Published: (2013)

Geometric approach to static and dynamic measurements of risk, bankruptcy and market ranking
by: Bahiraie, Alireza
Published: (2010)

RELATIONSHIP BETWEEN GOVERNANCE STRUCTURE AND REAL EARNINGS MANAGEMENT: EVIDENCE FROM CHINESE LISTED MANUFACTURING COMPANIES
by: Feng, Mengyuan
Published: (2020)

A dynamic integration approach of credit and operational risk measurement and management
by: Haron, Mohd Azmi
Published: (2016)

Audit committees effecticeness and audit fees - Evidence from Chinese listed companies
by: Tian, Yakun
Published: (2019)

The Impact of Corporate Governance on Earnings Quality: Evidence from Chinese Listed Companies
by: Shao, Xuening
Published: (2022)

The Impact of Audit Committee Characteristics on Earnings Management: Evidence in Chinese Listed Companies
by: ZHANG, Wenxin
Published: (2020)

Stock Market’s Reactions to Industrial Accidents: Evidence from Chinese Listed Companies
by: Wei, J., et al.
Published: (2014)

Relationship between internationalization and corporate social responsibility performance: Evidence from Chinese listed companies / Su Yu
by: Su , Yu
Published: (2021)

The Impact of labor Cost Control on the Performance and Risk of Listed Chinese Manufacturing Companies
by: He, Jiayi
Published: (2022)

The Impact of labor Cost Control on the Performance and Risk of Listed Chinese Manufacturing Companies
by: He, Jiayi
Published: (2022)

The relationship between ownership structure and corporate performance in Chinese listed companies
by: Zheng, Shuhan
Published: (2016)

The Relationship between Female Directors and Earnings Quality of Chinese Listed Companies
by: Wang, Yihan
Published: (2019)

Credit Risk Management in Chinese Banking Industry
by: Zhang, Lei
Published: (2006)

Credit Risk Determinants in the Chinese Banking Industry
by: He, Ran
Published: (2010)

The Impact of Financial Constraints on Companies’ Cash Holding and Firm Value: Evidence from Chinese Listed Companies
by: Li, Qing
Published: (2018)

The Credit Risk of China’s Listed Commercial Banks and Its Determinants
by: Huang, Yu-Han
Published: (2022)

The two-tier board in Chinese A-share listed companies: its dynamics and functions
by: Zhou, Linyao
Published: (2023)