Multiperiod Corporate Default Prediction - A Forward Intensity Approach

By Jin-Chuan Duan, Jie Sun, Tao Wang. 2012

330 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/b64069df3b0aa5ea179dc635fc54d9e2a40b2895

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Yannick Lucotte
2. Aurélien Leroy

In Finance

1. Yannick Lucotte
2. Aurélien Leroy

Citations in the corpus

• Is There a Competition-Stability Trade-Off in European Banking? (2017, positive): “10 Initiative” platform of the National University of Singapore.12 The distance-to-default measure proposed by this source is based on the approach developed by Duan et al. (2012), known as a robust method in the evaluation of the probability of default of firms.”