How to cite this paper
Amanollahi, G. (2016). The influence of external factors on the credit risk in leasing industry.Management Science Letters , 6(3), 251-258.
Refrences
Abdoh Tabrizi, H. (2009). Financial management Tehran: Shahid Beheshti.
Altman, E. I., Brady, B., Resti, A., & Sironi, A. (2005). The link between default and recovery rates: Theory, empirical evidence, and implications. Journal of Business-Chicago, 78(6), 2203-2227.
Altman, E. I. (1989). Measuring corporate bond mortality and performance. Journal of finance, 44(4), 909-922.
Akhigbe, A., Martin, A. D., & Whyte, A. M. (2007). Partial acquisitions, the acquisition probability hypothesis, and the abnormal returns to partial targets.Journal of Banking & Finance, 31(10), 3080-3101.
Aven, T., & Renn, O. (2009). On risk defined as an event where the outcome is uncertain. Journal of risk research, 12(1), 1-11.
Atindéhou, R. B., & Gueyie, J. P. (2001). Canadian chartered banks & apos; stock returns and exchange rate risk. Management decision, 39(4), 285-295.
Beattie, V., Edwards, K., & Goodacre, A. (1998). The impact of constructive operating lease capitalisation on key accounting ratios. Accounting and Business Research, 28(4), 233-254.
Bhattacharya, K. M. (2010). Risk Management in Indian Bank. Mumbai: IND: Global Media.
Carey, M. (1998). Credit risk in private debt portfolios. Journal of Finance, 53(4), 1363-1387.
Deelen, L., Dupleich, M., Othieno, L., & Wakelin, O. (2003). Leasing for Small and Micro Enterprises: A guide for designing and managing leasing schemes in developing countries. International Labour Organization.
Glennon, D., & Nigro, P. (2005). Measuring the default risk of small business loans: A survival analysis approach. Journal of Money, Credit and Banking, 37(5), 923-947.
Faulkender, M., & Petersen, M. A. (2006). Does the source of capital affect capital structure?. Review of financial studies, 19(1), 45-79.
Hildreth, W. B. (1993). State and local governments as borrowers: Strategic choices and the capital market. Public Administration Review, 53(1), 41-49.
Jurgita, B. (2011). An overview of the European leasing market in 2009. World Leasing Yearbook (edited by Adrian Hornbrook); A Euromoney Publication 2011, 46-55.
Kisgen, D. J. (2006). Credit ratings and capital structure. The Journal of Finance, 61(3), 1035-1072.
Krause, A. (2006). Risk Management. Bradford: GBR: Emerald Group Publishing Limited.
Lee, C. (2006). Advances in Quantitative Analysis of Finance and Accounting. River Edge, NJ, USA: World Scientific.
Lee, C. F. (2009). Advances in quantitative analysis of finance and accounting (Vol. 7). Airiti Press.
Lind, H., & Lundstr?m, S. (2010). Owning vs leasing of real properties in the Swedish public sector. Journal of Corporate Real Estate, 12(3), 175-184.
McConnell, J. J., & Schallheim, J. S. (1983). Valuation of asset leasing contracts. Journal of Financial Economics, 12(2), 237-261.
Psillaki, M., Tsolas, I. E., & Margaritis, D. (2010). Evaluation of credit risk based on firm performance. European Journal of Operational Research,201(3), 873-881.
Rahmani, A. (2011). Leasing in Iran. World leasing yearbook 2011, 1 (Eurmoney yearbook), 547.
Schallheim, J. S., & McConnell, J. O. H. N. (1985). A model for the determination of “fair” premiums on lease cancellation insurance policies.The Journal of Finance, 40(5), 1439-1457.
Schmit, M., & Stuyck, J. (2002, September). Recovery rates in the leasing industry. In Working Paper presented at Leaseurope’s Annual Working Meeting, Salzburg. 1024-1025.
Schmit, M. (2004). Credit risk in the leasing industry. Journal of banking & finance, 28(4), 811-833.
Sinha, R. P. (2006). Capital adequacy of Indian commercial banks: Some empirical results. The IUP Journal of Financial Economics, 4(1), 25-44.
Siu, T. K., Ching, W. K., Fung, E. S., & Ng, M. K. (2005). Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models. Computational Economics, 26(3-4), 69-102.
Stewart, W. J. (1994). Introduction to the numerical solutions of Markov chains. Princeton Univ. Press.
Sullivan, A., & Sheffrin, S. M. (2003). Economics: Principles in action. Upper Saddle River, New Jersey 07458: Pearson Prentice Hall.
Tang, L. (2008). Credit risk. Master of Philosophy, Hong Kong, Hong Kong.
Wilcox, C. (1971). Public policies toward business. RD Irwin.
Woo, W. H., & Siu, T. K. (2004). A dynamic binomial expansion technique for credit risk measurement: a Bayesian filtering approach. Applied Mathematical Finance, 11(2), 165-186.
Altman, E. I., Brady, B., Resti, A., & Sironi, A. (2005). The link between default and recovery rates: Theory, empirical evidence, and implications. Journal of Business-Chicago, 78(6), 2203-2227.
Altman, E. I. (1989). Measuring corporate bond mortality and performance. Journal of finance, 44(4), 909-922.
Akhigbe, A., Martin, A. D., & Whyte, A. M. (2007). Partial acquisitions, the acquisition probability hypothesis, and the abnormal returns to partial targets.Journal of Banking & Finance, 31(10), 3080-3101.
Aven, T., & Renn, O. (2009). On risk defined as an event where the outcome is uncertain. Journal of risk research, 12(1), 1-11.
Atindéhou, R. B., & Gueyie, J. P. (2001). Canadian chartered banks & apos; stock returns and exchange rate risk. Management decision, 39(4), 285-295.
Beattie, V., Edwards, K., & Goodacre, A. (1998). The impact of constructive operating lease capitalisation on key accounting ratios. Accounting and Business Research, 28(4), 233-254.
Bhattacharya, K. M. (2010). Risk Management in Indian Bank. Mumbai: IND: Global Media.
Carey, M. (1998). Credit risk in private debt portfolios. Journal of Finance, 53(4), 1363-1387.
Deelen, L., Dupleich, M., Othieno, L., & Wakelin, O. (2003). Leasing for Small and Micro Enterprises: A guide for designing and managing leasing schemes in developing countries. International Labour Organization.
Glennon, D., & Nigro, P. (2005). Measuring the default risk of small business loans: A survival analysis approach. Journal of Money, Credit and Banking, 37(5), 923-947.
Faulkender, M., & Petersen, M. A. (2006). Does the source of capital affect capital structure?. Review of financial studies, 19(1), 45-79.
Hildreth, W. B. (1993). State and local governments as borrowers: Strategic choices and the capital market. Public Administration Review, 53(1), 41-49.
Jurgita, B. (2011). An overview of the European leasing market in 2009. World Leasing Yearbook (edited by Adrian Hornbrook); A Euromoney Publication 2011, 46-55.
Kisgen, D. J. (2006). Credit ratings and capital structure. The Journal of Finance, 61(3), 1035-1072.
Krause, A. (2006). Risk Management. Bradford: GBR: Emerald Group Publishing Limited.
Lee, C. (2006). Advances in Quantitative Analysis of Finance and Accounting. River Edge, NJ, USA: World Scientific.
Lee, C. F. (2009). Advances in quantitative analysis of finance and accounting (Vol. 7). Airiti Press.
Lind, H., & Lundstr?m, S. (2010). Owning vs leasing of real properties in the Swedish public sector. Journal of Corporate Real Estate, 12(3), 175-184.
McConnell, J. J., & Schallheim, J. S. (1983). Valuation of asset leasing contracts. Journal of Financial Economics, 12(2), 237-261.
Psillaki, M., Tsolas, I. E., & Margaritis, D. (2010). Evaluation of credit risk based on firm performance. European Journal of Operational Research,201(3), 873-881.
Rahmani, A. (2011). Leasing in Iran. World leasing yearbook 2011, 1 (Eurmoney yearbook), 547.
Schallheim, J. S., & McConnell, J. O. H. N. (1985). A model for the determination of “fair” premiums on lease cancellation insurance policies.The Journal of Finance, 40(5), 1439-1457.
Schmit, M., & Stuyck, J. (2002, September). Recovery rates in the leasing industry. In Working Paper presented at Leaseurope’s Annual Working Meeting, Salzburg. 1024-1025.
Schmit, M. (2004). Credit risk in the leasing industry. Journal of banking & finance, 28(4), 811-833.
Sinha, R. P. (2006). Capital adequacy of Indian commercial banks: Some empirical results. The IUP Journal of Financial Economics, 4(1), 25-44.
Siu, T. K., Ching, W. K., Fung, E. S., & Ng, M. K. (2005). Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models. Computational Economics, 26(3-4), 69-102.
Stewart, W. J. (1994). Introduction to the numerical solutions of Markov chains. Princeton Univ. Press.
Sullivan, A., & Sheffrin, S. M. (2003). Economics: Principles in action. Upper Saddle River, New Jersey 07458: Pearson Prentice Hall.
Tang, L. (2008). Credit risk. Master of Philosophy, Hong Kong, Hong Kong.
Wilcox, C. (1971). Public policies toward business. RD Irwin.
Woo, W. H., & Siu, T. K. (2004). A dynamic binomial expansion technique for credit risk measurement: a Bayesian filtering approach. Applied Mathematical Finance, 11(2), 165-186.