2012 Fiscal Year Final Research Report
Estimation modelling of corporate equity and debt under financial risk
| Project/Area Number |
22710146
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | Tokyo Metropolitan University |
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Principal Investigator |
SHIBATA Takashi 首都大学東京, 大学院・社会科学研究科, 教授 (70372597)
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| Project Period (FY) |
2010 – 2012
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| Keywords | ファイナンス |
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| Research Abstract |
This research provides the estimation modelling of corporate equity and debt, credit spreads, and default probabilities under financial risk. In particular, I assume asymmetric information between the firm and debt holders, I consider how asymmetric information influences credit spreads and default probabilities
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