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dc.contributor.advisorNoe, Christopher Francis
dc.contributor.authorChen, Yiwen
dc.date.accessioned2022-01-14T14:40:17Z
dc.date.available2022-01-14T14:40:17Z
dc.date.issued2021-06
dc.date.submitted2021-06-10T19:12:57.586Z
dc.identifier.urihttps://hdl.handle.net/1721.1/138950
dc.description.abstractUsing data from the Chinese fixed income market, this thesis builds up a logistic regression model mainly consisting of both financial condition variables and financial report quality variables. The analysis suggests the degree of effect for different variables and thus provides a reference for credit risk assessment. Supporting evidence is also provided to show that the model can predict default one year in advance effectively and perform better than the main rating agency companies.
dc.publisherMassachusetts Institute of Technology
dc.rightsIn Copyright - Educational Use Permitted
dc.rightsCopyright retained by author(s)
dc.rights.urihttps://rightsstatements.org/page/InC-EDU/1.0/
dc.titleA Research on Corporate Bond Defaults in the Chinese Market
dc.typeThesis
dc.description.degreeS.M.
dc.contributor.departmentSloan School of Management
mit.thesis.degreeMaster
thesis.degree.nameMaster of Science in Management Studies


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