Probing the relationship between credit spread and default probability for various credit ratings

Ray, Subhasis and Basu, Sumit

Probing the relationship between credit spread and default probability for various credit ratings J8012 2007 - 2007 - 136-144 V. 5 Issue. 4


Management

Credut ratings;Credit spread;Default Probability;Multivariate Regression analysis;CRISIL rating;

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