Please use this identifier to cite or link to this item: http://cris.teiep.gr/jspui/handle/123456789/1330
Title: Simulation for the estimation of the survival probabilities of enterprises and banks within a prolonged duration of the debt crisis
Authors: Konstantinos Kyritsis 
Evangelos Chytis 
Keywords: Oικονομία, JEL C63, C53, C8, G2, M41.
Issue Date: 23-May-2013
Abstract: In the current paper, we study the stability and the survival probabilities of enterprises and banks within a prolonged duration of the debt-crisis, with Monte Carlo simulation. We utilize historical data from banks and enterprises within the debt-crisis to define crisis-variability and crisis-average values of input parameters of the simulation. We introduce the concept of equities maximum draw-down as dynamic survival indicator. Finally we estimate the survival probabilities of enterprises and banks within a prolonged duration of the debt crisis
URI: http://cris.teiep.gr/jspui/handle/123456789/1330
Appears in Collections:Δημοσιεύσεις σε Συνέδρια

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