Empirical Study on Credit Risk of Our Listed Company Based on KMV Model

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ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.org/journal/am
E-mail: am@scirp.org

"Empirical Study on Credit Risk of Our Listed Company Based on KMV Model"
written by Liang Lin, Ting Lou, Ni Zhan,
published by Applied Mathematics, Vol.5 No.13, 2014

has been cited by the following article(s):

[1]	Merton-type default risk and financial performance: the dynamic panel moderation of firm size
	Journal of Economic and …, 2022

[2]	A STUDY ON THE DETERMINANTS OF FINANCIAL DISTRESS IN SMALL AND MEDIUM ENTERPRISES: A CASE STUDY OF NAIROBI COUNTY
	2018

[3]	Research of time series structural model in predicting Chinese listed companies financing problem
	Acta Technica, 2017

[4]	基于 PFM 改进模型对中国非上市银行的信用风险评估
	中国市场, 2015

[1]	Credit Risk Measurement Study of Listed Commercial Banks in China E-Commerce Letters, 2025 DOI:10.12677/ecl.2025.141052

[2]	Merton-type default risk and financial performance: the dynamic panel moderation of firm size Journal of Economic and Administrative Sciences, 2024 DOI:10.1108/JEAS-09-2021-0181

[3]	اختبار أنموذج KMV لمخاطر الائتمان: دراسة تحليلية على قطاع التأمين في سوق العراق للأوراق المالية للفترة (2010-2021) Tikrit Journal of Administrative and Economic Sciences, 2023 DOI:10.25130/tjaes.19.63.1.28

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