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Assessing the default probabilities of economic sectors in Korea

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Authors
죠띠
Advisor
Rhee, Yeongseop
Major
국제대학원 국제학과(국제통상전공)
Issue Date
2013-08
Publisher
서울대학교 대학원
Keywords
Default probabilityKorean economic sectors
Description
학위논문 (석사)-- 서울대학교 국제대학원 : 국제학과(국제통상전공), 2013. 8. Rhee, Yeongseop.
Abstract
This research analyzes the effects of external shock (example financial crisis) on the default probabilities of seven economic sectors (namely Financial, Industrial, Consumer Goods, Consumer Services, Telecommunications, Basic Materials and Technology) in the Korean economy using the Merton-KMV Model.
Language
English
URI
http://hdl.handle.net/10371/129253
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Graduate School of International Studies (국제대학원)Dept. of International Studies (국제학과)Theses (Master's Degree_국제학과)
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