Output details
19 - Business and Management Studies
University of Northumbria at Newcastle
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Article title
Credit risk, valuation and fundamental analysis
Type
D - Journal article
Title of journal
International Review of Financial Analysis
Article number
n/a
Volume number
27
Issue number
n/a
First page of article
77
ISSN of journal
1057-5219
Year of publication
2013
Number of additional authors
0
Additional information
This paper opens a new research direction by modelling how a firm's credit risk affects accounting based valuation of the firm, of its equity and of its debt. The valuation model integrates fundamental equity and credit analysis. Financial analysts can use the model in practice as credit spreads are linked to equity valuation and to pro-forma financial statements by simple formulae.
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
