재무변수 및 주식가격 변수를 이용한 회사채 신용등급 예측모형의 개발

키워드

참고문헌 (19)

1. 김권중, "재무제표분석과 가치평가" (2005), 산문출판
2. 김권중, "자본비용 및 유효이자율 측정", (12) (2001)
3. 김권중, "유효이자율 추정을 위한 회사채 신용등급 예측모형의 개발", 11(1), pp.81~99 (2002)
4. 김권중, "지수수익률의 선택과 초과수익률 추정치의 편의", 17, pp.467~511 (1994)
5. 김영태, "회사채 신용등급 평가를 위한 인공신경망모형과 통계적 모형의 예측력 비교:나스닥기업을 대상으로", 10(1), pp.1~23 (2001)
6. 나 영, "기업어음 신용평가모형의 개발에 따른 비재무정보의 유용성", 11(4), pp.23~64 (2002)
7. Altman, "Discriminant Analysis and the Prediction on Corporate Bankruptcy Journal of Finance 23 No", pp.589~609 (1968)
8. Altman, E. I, "Distress Classification of Korean Firms", pp.379~410 (1996), 한국금융연구원
9. Beaver, "The Information Content of Security Prices Journal of Accounting and Economics 2", pp.3~28 (1980)
10. Beaver, "The Information Content of Security Prices Journal of Accounting and Economics 9", pp.139~157 (1987)
11. Collins, "Firm Size and the Information Content of Prices with Respect to Earnings Journal of Accounting and Economics 9", pp.111~138 (1987)
12. Elgers,P, "The Relative and Complementary Performance of Analyst and Security-price-based Measures of Expected Earnings", 15(june, pp.september) (1992), 303~316
13. Horrigan, "The Determination of Long-Term Credit Standing with Financial Ratios Empirical Research in Accounting Supplement to Journal of Accounting Research 4", pp.44~62 (1966)
14. Kaplan, "Statistical Models of Bond Ratings Journal of Business 52", pp.231~261 (1979)
15. Noreen,E, "An Empirical Comparison of Probit and OLS Regression Hypothesis Tests", 26(spring), pp.119~133 (1988)
16. A, "A Multivariate Analysis of Industrial Bond Ratings Journal of Finance 28", pp.1~18 (1973), Pinches
17. A, "A Note on The Role of Subordination and Industrial Bond Ratings Journal of Finance 30", pp.201~206 (1975), Pinches
18. Pogue,T, "What's in a Bond Rating?", 4(june), pp.201~228 (1969)
19. West, "An Alternative Approach to Predicting Corporate Bond Ratings Journal of Accounting Research 8", pp.118~127 (1970)

관련 논문AI추천