Contingent claims analysis as a credit risk metric: Evidence from Turkey
Credit ratings have become open to dispute in recent years regarding their objectivity, timeliness, and the criteria considered in the assignment process, which resulted in an inclination toward other methods to measure credit risk. This study applies contingent claims analysis, a novel risk analysi...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Economists' Association of Vojvodina
2025-01-01
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| Series: | Panoeconomicus |
| Subjects: | |
| Online Access: | https://doiserbia.nb.rs/img/doi/1452-595X/2025/1452-595X2300019C.pdf |
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