Barual, Concepción; García, Fernando; Giménez, Vincente - In: Journal of applied finance & banking 2 (2012) 6, pp. 1-13
having access to efficient methods of quantifying credit risk, or the probability of default. The logit models are among the … to quantify companies’ credit risk. The present study describes the problems that arise with logit on a sample of Spanish …. -- credit risk ; default ; logit model …
