Forecasting Distress in European SME Portfolios
Year of publication: |
2014-02-01
|
---|---|
Authors: | Ferreira Filipe, Sara ; Grammatikos, Theoharry ; Michala, Dimitra |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | credit risk | distress | forecasting | SMEs | discrete time hazard model | multi-period logit model | duration analysis |
-
Forecasting distress in European SME portfolios
Michala, Dimitra, (2013)
-
Forecasting distress in European SME portfolios
Michala, Dimitra, (2013)
-
Forecasting distress in European SME portfolios
Michala, Dimitra, (2013)
- More ...
-
Pricing Default Risk: The Good, The Bad, and The Anomaly
Ferreira Filipe, Sara, (2014)
-
Forecasting distress in European SME portfolios
Michala, Dimitra, (2013)
-
Pricing Default Risk: The good, the bad, and the anomaly
Ferreira Filipe, Sara, (2014)
- More ...