一、中文部分
1. 石敬弘 (2003),「財務危機徵兆公司資本結構之研究」,中國文化大學國際企業管理研究所碩士論文。2. 李欣怡 (2005),「以修正KMV模式為基礎探討台灣上市上櫃公司違約風險」,東華大學國際經濟研究所碩士論文。3. 易丹輝,吳建民 (2004),「上市公司信用風險計量研究—KMV模型及其應用」,統計與信息論壇,第19卷第6期
4. 許燕玲 (2006),「KMV法適合估計台灣上市櫃公司的信用風險嗎?」,私立原大學國際貿易研究所碩士論文。5. 陳思翰(2004),「商業銀行如何利用Logit及KMV模型檢視授信政策」,國立央大學財務金融研究所碩士論文。6. 陳侑宣(2004),「商業銀行如何使用信用風險值檢視授信政策」,國立中央大學財務金融研究所碩士論文。7. 張榮、陳銀忠、周勇 (2006),「上市公司資產規模對公司信用風險的影響」,統計與決策2006年第二期,61-62頁。
8. 黃明祥、許光華、黃榮彬、陳鈺玲 (2005),「KMV模型在台灣金融機構信用風險管裡機制有效性之研究」,財金論文叢刊,第三期,29-50頁。9. 蔡苑霖 (2006),「違約風險與資本結構關係之研究-以台灣股市為例」,靜宜大學會計學研究所碩士論文。10. 盧憶佳 (2007),「建構我國中小企業信保基金業務之信用風險模型-違約機率與回復率之衡量」,國立中山大學財務管理學研究所碩士論文。11. 羅靖霖、林彥豪 (2007),「臺灣上市櫃市場信用風險之市場模型修正」,貨幣觀測與信用評等,第六十六期七月份,94-104。12. 蘇敏賢、林修葳 (2006),「Merton模型預測違約之使用限制探索」,金融風險管理季刊,第二卷第三期,65-87。二、英文部分
1. Altman, E. I. (1968),〝Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy. 〞Journal of Finance, Vol. 23, 589-609.
2. Andrews, D. W. K. and W. Ploberger (1994),〝Optimal tests when a nuisance parameter is present only under the alternative.〞Econometrica, Vol. 62, 1383-1414.
3. Arvanitis, A., J. Gregory, and J.-P. Laurent (1999),〝Building Models for Credit Spreads.〞Journal of Derivatives, Vol. 6, 27-43.
4. Black, F. and J. C. Cox (1976),〝Valuing corporate securities:some effects of bond indenture provisions.〞Journal of finance, Vol. 31, 35-367.
5. Black, F. and M. Scholes (1973),〝The Pricing of Options and Corporate Liabilities.〞 Journal of Political Economy, Vol. 81, 637-659.
6. Brennan, M. J. and E. S. Schwartz (1977),〝Convertible Bonds:Valuation and Optimal Strategies for Call and Conversion.〞Journal of Finance, Vol. 32.
7. Brennan, M. J. and E. S. Schwartz (1978),〝A continuous time approach to the pricing of bonds.〞Journal of Banking and Finance, Vol. 3, 133-155.
8. Brennan, M. J. and E. S. Schwartz (1980),〝Analyzing Convertible Bonds.〞Journal of Financial and Quantitative Analysis, Vol. 15.
9. Broyden, C. G. (1965),〝A class of methods for solving nonlinear simultaneous equations.〞Math. Comput, Vol. 19, 577-593.
10. Chan, K. S. (1993),〝Consistency and limiting distribution of the least squares estimator of a continuous threshold autoregressive model.〞The Annals of Statistics, Vol. 21, 520-533.
11. Crosbie, P. J. (1999),〝Modeling Default Risk.〞KMV Corporation, 12-January.
12. Das, S. R. and P. Tufano (1996),〝Pricing Credit-Sensitive Debt When Interest Rates, Credit Ratings, and Credit Spreads are Stochastic.〞Journal of Financial Engineering, Vol. 5, 161- 198.
13. David Greenlaw, Jan Hatizius, Anil Kashyap and Hyun Song Shin (2008), 〞Leveraged losses:Lessons from the Mortgage Market Meltdown〞US Monetary Policy Forum Conference Draft.
14. Davies, R. B. (1977),〝Hyopthesis testing when a nuisance parameter is present only under the alternative.〞Biometrika, Vol. 64, 247-254.
15. Davies, R. B. (1987),〝Hyopthesis testing when a nuisance parameter is present only under the alternative.〞Biometrika, Vol. 74, 33-43.
16. Duffie, D. and K. Singleton (1997),〝 An Econometric Model of the Term Structure of Interest Rate Swap Yields.〞Journal of Finance, Vol. 52, 1287–1321.
17. Geske, R. (1977),〝The Valuation of Corporate Liabilities as Compound Options.〞Journal of Financial and Quantitative Analysis, Vol. 12, 541-552.
18. Hambrick, Donald C. and Richard A. D'' Aveni (1988), "Large Corporate Failures As Downward Spirals." Administrative Science Quarterly, Vol. 33, 1-23.
19. Hansen, B. E. (1996),〝Inference when a nuisance parameter is not identified under the null hypothesis.〞Econometrica, Vol. 64, 413-430.
20. Hansen, B. E. (1999),〝Threshold Effects in Non-Dynamic Panels:Estimation, Testing and Inference.〞Journal of Econometrics, Vol. 93, 345-386.
21. Hansen, B. E. (2000), "Sample Splitting and Threshold Estimation." Econometrica, Vol. 68, 575-603.
22. Ingersoll, J. E. (1977),〝A contingent-claims valuation of convertible securities.〞Journal of Financial Economics, Vol. 4, 289-321.
23. Jarrow, R. A., D. Lando and S. M. Turnbull (1997),〝A Markov Model for the Term Structure of Credit Risk Spread.〞The Review of Financial Studies, Vol. 10, 481-523.
24. Jarrow, R. and S. Turnbull (1995), 〝Pricing Derivatives on Financial Securities Subject to Credit Risk.〞Journal of Financial, Vol. 50, 53-86.
25. Jensen, M. C. and W. H. Meckling. (1976) ,〝Theory of the firm: Managerial behavior,agency costs and ownership structure.〞Journal of Financial Economics October :305-360.
26. Jensen, M. (1986).〝Agency costs of free cash flow, corporate finance and takeover 〞American Economic Review 76: 323-329
27. Jonkhart, M. J. L. (1979),〝On the Term Structure of Interest Rates and the Risk of Default:an Analytical Approach.〞Journal of Banking and Finance, Vol. 3, 253-262.
28. Kim, E. (1978)〝A Mean-Variance Theory of Optimal Capital Structure〞
29. Kodera, E. (2001),〝A Markov Chain Model with Stochastic Default Rate for Valuation of Credit Spreads.〞Journal of Derivatives, Vol. 8, 8-18.
30. Lando, D. (1998),〝On Cox Processes and Credit Risky Securities.〞Review of Derivatives Research, Vol. 2, 99-120.
31. Leland, H. and K. B. Toft (1996),〝Optimal Capital Structure, Endogenous Bankruptcy and the Term Structure of Credit Spreads.〞Journal of Finance, Vol. 51, 987-1019.
32. Leland,H. (1994),〝Corporate debt value, bond covenants, and optimal capital structure.〞Journal of Finance, Vol. 49, 1213-1252.
33. Longstaff, F. A. and E. S. Schwartz (1995),〝A simple approach to valuing risky fixed and floating rate debt.〞Journal of Finance, Vol. 50, 789-819.
34. Lu Su-Lien and Chau-Jung Kuo (2005),〝How to gauge the credit risk of guarantee issues in a Taiwanese bills finance company: an empirical investigation using a market-based approach〞Applied Financial Economics, 2005, 15, 1153-1164
35. Madan, D. B. and H. Unal (2000),〝A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads.〞Journal of Financial and Quantitative Analysis, Vol. 35, 43-65.
36. Merton, R. (1974),〝On the Pricing of Corporate Debt: the Risk Structure of Interest Rates.〞Journal of Finance, Vol. 28, 449-470.
37. Modigiliani, F., and Miller, M. H. (1958). The Cost of Capital, Corporate Finance, and the Theory of Investment. American Economic Review, 48, 261-297.
38. Modigiliani, F., and Miller, M. H. (1963). Corporate Income Taxes and the Cost of Capital: A Correction. American Economic Review, 53, 433-443.
39. Naoya T. and T. Noubuya (2003),〝A Note on Credit Risk of Vertical Keiretsu Firms:Evidence from the Japanese Automobile Industry.〞Asia-Pacific Financial Markets, 377-398.
40. Newton, I. (1736),〝The method of fluxions and infinite series:With its application to the geometry of curve-lines.〞London: by H. Woodfall, sold J. Nourse.
41. Patel, K. and P. Vlamis (2006),〝An Empirical Estimation of Default Risk of the UK Real Estate Companies.〞Journal of Real Estate Finance and Economics, Vol. 32, 21-40.
42. Tong, H. (1978), On a Threshold Model, in C.H. Chen (ed.).〝Pattern Recognition and Signal Processing.〞Amsterdan:Sijthoff & Noordhoff, 101-141.
43. Tong, H. and Lim K. S. (1980),〝Threshold Autoregressions, Limit Cycles, and Data.〞Journal of the Royal Statistical Society, Vol. B42, 245-292.
44. Trippi, R. and E. Turban (1996),〝Neural Networks in Finance and Investing.〞revised ed. Irwin, Homewood, IL.
45. Zhou, Chunsheng (1997),〝A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities.〞Working Paper, Washington, DC:Federal Reserve Board.
46. Altman, E.I., B. Brady, A. Reti., and A. Sironi. (2005), 〝The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications. 〞 Journal of Business 78, no. 6: 2203-2227
47. Su-Lien Lu and Chau-Jung Kuo (2005), "How to Gauge the Credit Risk of Guarantee Issues in Taiwanese Bills Finance Company : An Empirical Investigation Using a Market-Based Approach, " Applied Financial Economics, 15, pp.1153-1164.