Essays about: "Olena Martynenko"

Found 1 essay containing the words Olena Martynenko.

  1. 1. The Influence of Macroeconomic Factors on the Probability of Default

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Magnus Laurin; Olena Martynenko; [2009]
    Keywords : Distance to Default; Probability of Default; KMV; Panel data analysis; macroeconomic factors; structural models; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : The purpose of this study is to quantitatively verify the relationship between corporate default probability and macroeconomic information. The purpose is further to compare the results of the panel data analysis for the firms from the Large Cap Index with the empirical findings generated by a similar model for the firms from the Mid & Small Cap Indexes. READ MORE