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;
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;