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上市公司股票信用风险的界定、现状分析与测度 被引量:1

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作者 罗国伟 薛锋
机构地区 西安交通大学
出处 《现代企业》 2006年第4期35-35,38,共2页 Modern Enterprise
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同被引文献15

  • 1R. La Porta, F. Lopez-de-Silanes, A. Shleifer and R. Vishny, "Law and Finance," Journal of Political Economy 106.6 (1998) : 1113 -1155.
  • 2Jensen, C.M. and H.W. Meckling, "Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure," Jour- nal of Financial Economics 3(1976) : 305 -360.
  • 3A. Shleifer, and W. R. Vishny, "A Survey of Corporate Governance, " Journal of Finance 52 ( 1997 ) : 737 - 783.
  • 4E. L. Crabbe, "Estimating the Credit Risk Yield Premium for Preferred Stock," Financial Analysts Journal 52.5 ( 1996 ) : 45 - 56.
  • 5R. La Porta, F. Lopez-de-Silanes, A. Shleifer and R. Vishny, "Investor Protection and Corporate Governance," Journal of Fi- nancial Economics 58(2000) : 471 -518.
  • 6C. Albanese, "Pricing Equity Default Swap," Working Paper (2004).
  • 7E. A. Medova, and R.G. Smith, "Pricing Equity Default Swap Using Structural Credit Models," Working Paper (2004).
  • 8L. Campi, and A. Sbuelz, "Closed-form Pricing of Benchmark Equity Defauh Swaps under the CEV Assumption," Working Pa- per (2005).
  • 9S. Johnson, R. La Porta, F. Lopez-de-Silanes and A. Shleifer, "Tunneling," American Economic Review, Papers and Proceed- ings 90(2000) : 22 -27.
  • 10[美]莫里森(Marrison,C)著,汤大马、李松译:《金融风险度量概论》,北京:清华大学出版社,2009年.

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