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dc.contributor.author | Bartual Sanfeliu, Concepción | es_ES |
dc.contributor.author | García García, Fernando | es_ES |
dc.contributor.author | Guijarro Martínez, Francisco | es_ES |
dc.contributor.author | Moya Clemente, Ismael | es_ES |
dc.date.accessioned | 2016-02-29T18:33:13Z | |
dc.date.available | 2016-02-29T18:33:13Z | |
dc.date.issued | 2013 | |
dc.identifier.issn | 1822-8011 | |
dc.identifier.uri | http://hdl.handle.net/10251/61268 | |
dc.description | Licencia Creative Commons: Attribution-NonCommercial 3.0 Unported (CC BY-NC 3.0) | es_ES |
dc.description.abstract | In the field of credit risk management, the calculation of the probability of default of companies plays a key role. For that reason, bankruptcy prediction of companies has generated extensive research in the past decades. This paper applies one of the most popular techniques, the logistic regression. This technique is extensively used both by professionals and academics and is employed in many studies as a benchmark. Here we will apply it on a vast data base of the Spanish companies and a statistical analysis of the robustness of the model will be undertaken, with very satisfactory results. | es_ES |
dc.language | Inglés | es_ES |
dc.publisher | Mykolas Romeris University | es_ES |
dc.relation.ispartof | Intellectual economics | es_ES |
dc.rights | Reconocimiento - No comercial - Sin obra derivada (by-nc-nd) | es_ES |
dc.subject | Logit model | es_ES |
dc.subject | Risk management | es_ES |
dc.subject | Bankruptcy prediction. | es_ES |
dc.subject.classification | ECONOMIA, SOCIOLOGIA Y POLITICA AGRARIA | es_ES |
dc.subject.classification | ECONOMIA FINANCIERA Y CONTABILIDAD | es_ES |
dc.title | Default prediction of Spanish companies. A logistic analysis | es_ES |
dc.type | Artículo | es_ES |
dc.identifier.doi | 10.13165/IE-13-7-3-05 | |
dc.rights.accessRights | Abierto | es_ES |
dc.contributor.affiliation | Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials | es_ES |
dc.description.bibliographicCitation | Bartual Sanfeliu, C.; García García, F.; Guijarro Martínez, F.; Moya Clemente, I. (2013). Default prediction of Spanish companies. A logistic analysis. Intellectual economics. 7(3):333-343. doi:10.13165/IE-13-7-3-05 | es_ES |
dc.description.accrualMethod | S | es_ES |
dc.relation.publisherversion | http://dx.doi.org/10.13165/IE-13-7-3-05 | es_ES |
dc.description.upvformatpinicio | 333 | es_ES |
dc.description.upvformatpfin | 343 | es_ES |
dc.type.version | info:eu-repo/semantics/publishedVersion | es_ES |
dc.description.volume | 7 | es_ES |
dc.description.issue | 3 | es_ES |
dc.relation.senia | 269106 | es_ES |
dc.identifier.eissn | 1822-8038 |