Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S.
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Publication:5121503
DOI10.1080/14697688.2019.1667519zbMATH Open1448.91321OpenAlexW2989087246WikidataQ126856271 ScholiaQ126856271MaRDI QIDQ5121503FDOQ5121503
Authors: Chris Charalambous, Spiros H. Martzoukos, Zenon Taoushianis 
Publication date: 14 September 2020
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/434597/1/SSRN_id3316105.pdf
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Cites Work
- The pricing of options and corporate liabilities
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach
- Partial AUC Estimation and Regression
- Optimal capital structure and endogenous default
- Bankruptcy Prediction with Industry Effects
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