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Probability of deafault using the logit model: The impact of explanatory variable and data base selection

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Probability of deafault using the logit model: The impact of explanatory variable and data base selection

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Bartual Sanfeliu, C.; García García, F.; Guijarro, F.; Romero Civera, A. (2012). Probability of deafault using the logit model: The impact of explanatory variable and data base selection. International Scientific Conference: Whither our Economics. 118-124. http://hdl.handle.net/10251/61415

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Title: Probability of deafault using the logit model: The impact of explanatory variable and data base selection
Author: Bartual Sanfeliu, Concepción García García, Fernando Guijarro, Francisco Romero Civera, Agustin
UPV Unit: Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Issued date:
Abstract:
The Spanish economy is suffering a severe financial crisis which is affecting all Spanish savings banks as well as some major banks. One of the triggers of the crisis is the high companies’ default rate experienced in ...[+]
Subjects: Credit risk , Default , Logit Model
Copyrigths: Reserva de todos los derechos
Source:
International Scientific Conference: Whither our Economics. (issn: 2029-8501 )
Publisher:
Mykolas Romeris University
Publisher version: http://woe2012.mruni.eu/
Conference name: 2nd International Scientifica Conference Whither our economies - 2012
Conference place: Vilnius, Lituania
Conference date: October 15-16, 2012
Description: 2nd INTERNATIONAL SCIENTIFIC CONFERENCE WHITHER OUR ECONOMIES – 2012 Conference Proceedings
Type: Artículo Comunicación en congreso

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