Forecasting distress in European SME portfolios
Year of publication: |
2013
|
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Authors: | Michala, Dimitra ; Grammatikos, Theoharry ; Ferreira Filipe, Sara |
Publisher: |
Luxembourg : European Investment Fund (EIF) |
Subject: | credit risk | distress | forecasting | SMEs | discrete time hazard model | multi-period logit model | duration analysis |
Series: | EIF Working Paper ; 2013/17 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1024777790 [GVK] hdl:10419/176647 [Handle] RePEc:zbw:eifwps:201317 [RePEc] |
Classification: | C13 - Estimation ; C41 - Duration Analysis ; C53 - Forecasting and Other Model Applications ; G33 - Bankruptcy; Liquidation |
Source: |
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Forecasting distress in European SME portfolios
Michala, Dimitra, (2013)
-
Forecasting Distress in European SME Portfolios
Ferreira Filipe, Sara, (2014)
-
Forecasting distress in European SME portfolios
Michala, Dimitra, (2013)
- More ...
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Pricing Default Risk: The Good, The Bad, and The Anomaly
Ferreira Filipe, Sara, (2014)
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Forecasting Distress in European SME Portfolios
Ferreira Filipe, Sara, (2014)
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Pricing Default Risk: The good, the bad, and the anomaly
Ferreira Filipe, Sara, (2014)
- More ...