摘要
对KMV模型度量我国上市公司信用风险方法的有效性进行了实证研究。同时对影响上市公司信用风险的内在因素进行了探索。实证研究结果表明,KMV模型对我国上市公司信用风险度量具有良好的适用性。对信用风险影响因素的实证结果说明,我国上市公司的规模对其信用风险具有显著影响力。
The measurement of KMV model, which tests the validity of the method of credit risk for the listed companies in China, has been analysed on the empirical research. And the inner factors that affect listed company credit risk have also been explored. The empirical results show that KMV model,which tests the credit risk of listed companies in China, is of good applicability. The empirical results for credit risk factors indicate that the scale of the listed companies in China for the credit risk has significant influence.
出处
《金融教育研究》
2012年第1期28-34,共7页
Research of Finance and Education
基金
国家自然科学基金(71173180/G030201)
