Using credit scoring method for probability of non-financial companies default estimation at industry level
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References listed on IDEAS
- Altman, Edward I., 2005. "An emerging market credit scoring system for corporate bonds," Emerging Markets Review, Elsevier, vol. 6(4), pages 311-323, December.
More about this item
Keywordscredit scoring; probability of default; scoring models;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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