| 债券风险计量模型研究述评 |
| |
| 引用本文： | 杨嵘,苏畅.债券风险计量模型研究述评[J].西安石油大学学报(社会科学版),2014,23(5):23-27. |
| |
| 作者姓名： | 杨嵘 苏畅 |
| |
| 作者单位： | 西安石油大学油气资源经济与管理研究中心,陕西西安,710065 |
| |
| 摘 要： | 从债券风险理论研究和计量模型实证研究两方面进行概述,分析了债券风险的类别及信用风险的相关定义和特点,阐述了债券信用风险计量模型发展过程并介绍了四种结构模型,最后对各种模型的实证研究进行述评。
|
| 关 键 词： | 债券风险计量模型 信用风险 结构模型 简约模型 |
Review of Bond-Risk Measurement Model |
| |
| YANG Rong,SU Chang.Review of Bond-Risk Measurement Model[J].Journal of Xi‘an Shiyou University:Social Science Edition,2014,23(5):23-27. |
| |
| Authors: | YANG Rong SU Chang |
| |
| Institution: | ( The Research Center of Business Management of Oil and Gas Resources, Xi＇an Shiyou University, Xi ＇an , Shannxi , 710065, China ) |
| |
| Abstract: | The review is carried out from two aspects ： the research of bond risk theories and the empirical research of measurement models. First of all, the analysis focuses on the categories of bond - risk and the rele- vant characteristics, the definition of credit risk. Then the development process of bond credit risk measurement model is explained, followed by the introduction to four structural models. Finally, the review concentrates on the empirical research of various models. |
| |
| Keywords: | bond -risk measurement model credit risk structural model reduced form model |
| 本文献已被 维普 万方数据 等数据库收录！ |
|
