Un análisis de riesgo de crédito de las empresas del sector real y sus determinantes
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- Javier Gutiérrez Rueda, 2010. "Un análisis de riesgo de crédito de las empresas del sector real y sus determinantes," VNIVERSITAS ECONÓMICA 008291, UNIVERSIDAD JAVERIANA - BOGOTÁ.
References listed on IDEAS
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Keywords
Riesgo de crédito; probabilidad de default; Probit Heteroscedástico; regresión por cuantiles; análisis de sensibilidad. Classification JEL: C21; C25; G33.;JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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