Innovation of credit risk measurement of listed coal companies based on FSVM-KMV

MaRDI QIDQ5026299zbMATH OpenFDO

Authors Xu Shen, Zhongwen Liu, Xin Yu Wang

Publication date 7 February 2022

Full work available at URL http://yokohamapublishers.jp/online2/opjnca/vol22/p1939.html

zbMATH Keywords

coal companiescredit riskdefault distanceFSVMKMV model

Mathematics Subject Classification ID

Credit risk (91G40)

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Cited in

(2)

• Application of FSVM-KMV model in credit risk assessment of non-listed companies based on stock price heterogeneity volatility
• On corporate credit risk evaluation based on underlying beta

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