Prediction of contractor default probability using structural models of credit risk: An empirical investigation

Keyphrases

• Market Value 100%
• Probability of Default 100%
• Construction Companies 100%
• Credit Risk 100%
• Taiwan 50%
• Prediction Accuracy 50%
• Statistical Analysis 50%
• Performance Guarantee 50%
• Taiwanese 50%
• Accounting Data 50%
• Discrete-time Hazard Model 50%
• Short-term Debt 50%
• Tofts Model 50%
• Default Boundary 50%
• Receiver Operating Characteristic Curve 50%
• Financial Distress 50%
• Wilcoxon Rank Sum Test 50%
• Leland Model 50%
• Pricing Performance 50%
• Economic Distress 50%
• Data Market 50%
• Residual Error 50%
• Public Construction 50%
• Type II Error 50%
• Debt Structure 50%

Economics, Econometrics and Finance

• Market Value 100%
• Credit 100%
• Pricing 50%
• Duration Analysis 50%