Assessing the default probabilities of economic sectors in Korea

학위논문 (석사)-- 서울대학교 국제대학원 : 국제학과(국제통상전공), 2013. 8. Rhee, Yeongseop.This research analyzes the effects of external shock (example financial crisis) on the default probabilities of seven economic sectors (namely Financial, Industrial, Consumer Goods, Consumer Services, Telecommunications, Basic Materials and Technology) in the Korean economy using the Merton-KMV Model.This research analyzes the effects of external shock (example financial crisis) on the default probabilities of seven economic sectors (namely Financial, Industrial, Consumer Goods, Consumer Services, Telecommunications, Basic Materials and Technology) in the Korean economy using the Merton-KMV Model.Maste