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In this study, we examine the credit risk of banking bonds. We apply two option-based credit default models originally derived by Merton and Black and Cox, with the aim of producing objective credit ratings and credit spreads. A credit rating process
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ada74d9e1a1b797f1501755e109be18
https://doi.org/10.18261/issn.1504-3134-2020-01-05
https://doi.org/10.18261/issn.1504-3134-2020-01-05
