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wp06-28
Estimation of the Default Risk of Publicly Traded Canadian Companies
Dionne, Georges ; Laajimi, Sadok ; Mejri, Sofiane ; Petrescu, Madalina
Two models of default risk are prominent in the financial literature: Merton's structural model and Altman's non-structural model. Merton's structural model has the benef[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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