Can market information outperform hard and soft information in predicting corporate defaults?
Year of publication: |
2024
|
---|---|
Authors: | Filomeni, Stefano ; Bose, Udichibarna ; Megaritis, Anastasios ; Triantafyllou, Athanasios |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 3, p. 3567-3592
|
Subject: | corporate default | credit rating | distance-to-default | hard information | Merton model | soft information | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Informationswert | Information value | Prognoseverfahren | Forecasting model |
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