Evaluating the default probabilities of the automotive industry using EBIT-based structural models

This thesis implements the static EBIT-Based structural model proposed by Goldstein, Ju, & Leland (2001) to compute the default probabilities of 17 firms from the automotive industry. Following other papers (e.g. Eisdorfer, Goyal, & Zhdanov (2019)), this thesis also adapts our base model for...

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Bibliographic Details
Main Author: Elhanaoui, Azeddine (author)
Format: masterThesis
Language:eng
Published: 2020
Subjects:
Sturtural model
EBIT
Automotive industry
Default
Probability fixed cost
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10400.14/29145
Country:Portugal
Oai:oai:repositorio.ucp.pt:10400.14/29145

Internet

http://hdl.handle.net/10400.14/29145

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