A RECENT MERTON'S DISTANCE TO DEFAULT VIEW OF ENERGY COMPANIES.

Autor: Swanson, Zane, Theis, John
Předmět:
Zdroj: Oil, Gas & Energy Quarterly; Sep2015, Vol. 64 Issue 1, p65-72, 8p
Abstrakt: The article offers information on return variances in a Merton distance to default context to determine whether it can be used for an early warning system for potential common declines than available from financial statement analysis.
Databáze: Supplemental Index