中国渔业经济Issue(4)：84-88,5.
中国渔业上市公司信用风险的测度--基于KMV模型的实证研究
Credit risk measurement of China listed fisheries:an empirical study based on the KMV model
刘伟 1王元月 2朱新颜1
作者信息
- 1. 中国海洋大学经济学院，山东青岛266100
- 2. 青岛农业大学经济与管理学院，山东青岛 266109
- 折叠
摘要
Abstract
As a kind of common tool to measure credit risk, the KMV model's perspectiveness and validity have been commonly accepted by domestic and overseas scholars. With the KMV mode l, this paper has measured the credit risk of the ten listed fisheries of China from the view of time series and cross section. The empirical results show that the credit risk of the ten listed fisheries has declined overall from 2010Q1 to 2014Q1. Furthermore, the credit risks of most of these listed companies are at roughly the same level. As a result, this paper suggests that the government should maintain coherence and uniformity in policies to make the listed fisheries to maintain a good momentum of development.关键词
渔业上市公司/KMV模型/信用风险/远约距离Key words
listed fisheries/KMV model/credit risk/distance-to-default分类
管理科学引用本文复制引用
刘伟,王元月,朱新颜..中国渔业上市公司信用风险的测度--基于KMV模型的实证研究[J].中国渔业经济,2015,(4):84-88,5.
