Nigmonov, Asror; Shams, Syed - In: Financial innovation : FIN 7 (2021), pp. 1-28
As the COVID-19 pandemic adversely affects the financial markets, a better understanding of the lending dynamics of a …) and employing logit regression method, we provide evidence of the pandemic-induced exposure to default risk in the … marketplace lending market. Our analysis indicates that the probability of default increases from 0.056 in the pre-pandemic period …