[PDF][PDF] Predicting Default of Indian Corporate Sector
D Verma - 2022 - researchgate.net
Firms default when they fail to pay either the instalment of the principal amount, the interest
of the loan raised from the commercial banks or financial institutions; or when they fail to …
of the loan raised from the commercial banks or financial institutions; or when they fail to …
Financial friction sources in emerging economies: Structural estimation of sovereign default models
T Yamazaki - Available at SSRN 3062671, 2018 - papers.ssrn.com
There are two literature strands that explain stylized facts in emerging economies: the
stochastic productivity trend or financial frictions. However, financial frictions are driven by …
stochastic productivity trend or financial frictions. However, financial frictions are driven by …
Accuracy and speed of the solution methods for sovereign default models: The stable performance of the Tauchen method and cubic spline interpolation
T Yamazaki - Public Policy Review, 2018 - ideas.repec.org
We examine the solution methods of sovereign default models in accuracy and speed when
using the Tauchen and the Rouwenhorst methods for discretizing AR (1) endowment …
using the Tauchen and the Rouwenhorst methods for discretizing AR (1) endowment …