CorporateBonds_PredictingDefault

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Unformatted text preview: 3 -2 0 4 .389 26 84 9 17 0.56 -10 0 4 .88876 6 9 29 0.58 -9 0 5.079 0879 39 9 0.58 -8 0 4 .86 8735534 6 0.6 7 -7 0 4 .4 59 56 6 1 0.79 -6 0 3.9 23234 714 2 0.86 -5 0 4 .19 6 6 357207 0.87 -4 0 3.74 4 4 08232 0.9 1 -3 0 1.119 4 5334 87 -2 0 1.4 86 3507077 -1 1 4 .16 6 54 89 0.04 1.6 7 -10 0 4 .276 89 7 0.02 1.6 5 -9 0 4 .18307824 27 0.01 1.25 -8 0 4 .09 7556 079 7 0 1.25 -7 0 4 .079 537576 5 0.01 1.4 -6 0 3.9 84 2274 09 6 0.04 1.5 -5 0 4 .29 17120717 0.03 1.6 -4 0 3.9 0084 57358 0.05 1.75 -3 0 3.51775376 29 0.07 1.4 8 -2 0 3.6 24 725889 0.09 1.37 -1 1 1.7839 79 16 72 0.03 1.4 5 -10 0 0.84 027289 89 0 1.6 2 -9 0 0.501532579 7 0.13 1.59 -8 0 1.2237754 59 7 0 2.01 -7 0 1.56 09 82737 0 2.05 -6 0 1.1213517775 0 2.1 -5 0 1.4 09 76 6 7 0.09 1.83 -4 0 1.12719 9 7109 0 2 -3 0 1.4 9 4 9 24 5505 0 1.79 -2 0 1.12719 9 7109 0 2.25 -1 1 2.182223756 1 0.4 5 -7 0 2.2359 377214 0.4 1 -6 0 2.4 5034 75373 0.34 -5 0 3.254 5518378 0.25 -4 0 3.19 828526 6 7 0.33 -3 0 2.1859 108517 0.85 1.77 -2 0 2.4 579 314 83 0.82 1.78 -1 1 3.4 206 516 515 -10 0 3.79 5836 6 52 -9 0 4 .274 6 9 154 85 -8 0 5.019 0726 018 -7 0 5.9 81259 9 16 -6 0 6 .78838204 38 -5 0 5.6 536 6 34 708 -4 0 5.8836 84 4 535 -3 0 5.59 6 0580108 -2 0 3.6 9 89 380259 -1 1 3.9 84 06 4 5 -10 0 3.2779 4 6 289 8 -9 0 3.100159 8514 -8 0 3.56 9 02204 14 -7 0 2.72889 80326 -6 0 3.707771731 -5 0 4 .118000032 -4 0 3.3320303813 -3 0 2.9 7854 79 787 -2 0 1.59 16 380276 -1 1 5.8888502301 0.79 -4 0 6 .5059 839 326 0.76 -3 0 4 .4 6 4 3754 -2 0 2.36 5075379 9 -1 1 3.9 804 9 9 09 1 -5 0 3.6 18886 1208 -4 0 3.39 24 9 72 -3 0 2.74 29 34 6 201 -2 0 1.9 9 57202115 -1 1 6 .8181204 79 8 0.54 4 .23 -10 0 6 .7701125586 0.71 3.4 2 -9 0 6 .6 56 58836 18 0.7 4 .08 -8 0 6 .4 8006 8339 1 0.71 4 .07 -7 0 6 .24 2521509 5 0.75 3.9 2 -6 0 5.9 9 114 76 4 81 0.8 4 .32 -5 0 5.9 8714 01775 0.81 4 .1 -4 0 6 .14 84 4 18209 0.78 4 .25 -3 0 6 .71186 5724 6 0.6 9 4 .28 -2 0 5.3374 6 11226 0.04 0.79 -10 0 5.304 34 16 6 4 4 0.04 0.9 -9 0 5.6 584 9 09 135 0.02 0.88 -8 0 defa ult_D ln_MKTCAPfis 0 -1.4 4 9 0 -1.36 6 1 -1.16 4 1 -1.118 1 -0.9 21 MKTCAP 0 -0.6 72 Coef -0.031 0 -0.6 22 se 0.003 1 -0.59 4 R-squa red 0.035 1 -0.577 1 -0.527 1 -0.521 1 -0.52 0 -0.519 0 -0.4 74 1 -0.39 2 0 -0.24 0 -0.216 0 -0.157 1 -0.134 0 -0.115 1 -0.109 0 -0.06 9 0 -0.06 9 1 -0.06 7 1 0.005 1 0.0728 0 0.0756 0 0.14 03 0 0.1539 0 0.1731 0 0.179 8 0 0.19 9 7 0 0.24 88 1 0.29 12 0 0.29 4 5 0 0.29 6 4 0 0.301 0 0.3016 0 0.3104 1 0.318 1 0.319 4 0 0.326 4 1 0.3272 0 0.339 2 0 0.34 28 1 0.34 52 0 0.36 53 0 0.36 71 0 0.36 9 7 0 0.387 1 0.4 082 0 0.4 134 0 0.4 134 1 0.4 154 0 0.4 19 4 0 0.4 24 6 0 0.4 27 0 0.4 319 0 0.4 4 4 2 0 0.4 539 0 0.4 54 3 0 0.4 56 5 1 0.4 57 0 0.4 783 0 0.4 79 3 0 0.4 851 0 0.4 88 1 0.4 9 21 0 0.5015 0 0.504 4 0 0.5053 0 0.5132 0 0.5255 0 0.5319 0 0.54 09 1 0.56 08 1 0.56 4 7 0 0.56 9 6 0 0.572 0 0.5755 0 0.59 84 0 0.59 9 4 0 0.6 023 1 0.6 051 1 0.6 222 1 0.6 23 0 0.6 303 0 0.6 34 5 0 0.6 4 13 0 0.6 4 4 3 0 0.6 6 11 1 0.6 6 29 0 0.6 6 78 1 0.6 76 3 0 0.6 79 3 0...
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This note was uploaded on 09/16/2013 for the course COMM 374 taught by Professor Lazrak during the Fall '08 term at UBC.

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