Journal of Engineering and Applied Sciences

Year: 2017
Volume: 12
Issue: 17
Page No. 4297 - 4300

KMV-Merton Model-Based Forecasting of Default Probabilities: A Case Study of Malaysian Airline System Berhad

Authors : Norliza Muhamad Yusof and Maheran Mohd Jaffar

References

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NOAW, 2014. Malaysia Airlines share price drops significantly after MH17 tragedy over Ukraine. News Online from Australia and the World, Australia. http://www.news.com.au/finance/markets/malaysia-airlines-share-price-drops-significantly-after-mh17-tragedy-over-ukraine/story-e6frfm30-1226993327955.

Norliza, M.Y. and M.J. Maheran, 2012. Estimating the credit risk of Malaysian companies using Merton model. World Appl. Sci. J., 17: 72-78.
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Yusof, N.M. and M.M. Jaffar, 2011. Predicting the credit risk through merton model. Proceeding of the Symposium on Business, Engineering and Industrial Applications, September 25-28, 2011, IEEE, Kuala Lumpur, Malaysia, ISBN:978-1-4577-1549-5, pp: 162-166.

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