| KMV模型对房地产上市公司信用风险度量的实证研究 |
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| 引用本文： | 周琼.KMV模型对房地产上市公司信用风险度量的实证研究[J].武汉市经济管理干部学院学报,2011(4):44-46. |
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| 作者姓名： | 周琼 |
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| 作者单位： | 西安工程大学,陕西西安710048 |
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| 摘 要： | 本文基于2010年中国加大对房地产行业调控的现状和中国房地产上市公司独有的特点,运用修正后的KMV模型,选取沪深两市27家房地产上市公司的数据进行实证研究,根据实证结果,判别修正后的KMV模型适用性并分析违约距离的合理控制范围。
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| 关 键 词： | KMV模型 信用风险 违约距离 |
Empirical Study of KMV Model on Credit Risk Measurement in Listed Real Estate Companies of China |
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| ZHOU Qiong.Empirical Study of KMV Model on Credit Risk Measurement in Listed Real Estate Companies of China[J].Journal of Wuhan Economic Administration Cadre's College,2011(4):44-46. |
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| Authors: | ZHOU Qiong |
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| Institution: | ZHOU Qiong(Xi＇an Engineering University,Xi＇an,Shanxi,710048,China) |
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| Abstract: | China strengthened the regulation and control over real estate industry in 2010.Based on this situation and characteristics of listed real estate companies of China,this paper uses amended KTV model,makes an empirical study of data of 27 listed real estate companies of Shenzhen Shanghai,then analyses the adaptability of amended KTV mode and the rational control of default scope according to empirical findings. |
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| Keywords: | KTV model credit risk default scope |
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