A note on credit risk of vertical Keiretsu firms: preliminary evidence from the Japanese automobile industry

DOI10.1007/S10690-005-4248-5zbMATH Open1075.91554OpenAlexW2034345333MaRDI QIDQ2575435FDOQ2575435

Authors: Naoya Takezawa, Nobuya Takezawa 

Publication date: 9 December 2005

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-005-4248-5

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zbMATH Keywords

option pricingvector autoregressiondefault probabilityautomobileKMV

Mathematics Subject Classification ID

Cites Work

• Conditional Heteroskedasticity in Asset Returns: A New Approach

Cited In (1)

• The research on credit risk of business groups with prespective of related party transaction

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