Corporate Probability of Default: A Single-Index Hazard Model Approach-Reference-Cited by-同舟云学术

Corporate Probability of Default: A Single-Index Hazard Model Approach

Published:2022-10-11 Issue: Volume: Page:1-12
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Li Shaobo¹,Tian Shaonan²,Yu Yan³,Zhu Xiaorui⁴,Lian Heng⁵^ORCID

Affiliation:

1. School of Business, University of Kansas, Lawrence, KS

2. Department of Marketing and Business Analytics, Lucas College and Graduate School of Business, San Jose State University, San Jose, CA

3. Department of Operations, Business Analytics, and Information Systems, Carl H. Lindner College of Business, University of Cincinnati, Cincinnati, OH

4. Department of Business Analytics and Technology Management, College of Business and Economics, Towson University, Towson, MD

5. Department of Mathematics, City University of Hong Kong, Kowloon, Hong Kong

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2022.2120484

Reference36 articles.

1. Comparing the performance of market-based and accounting-based bankruptcy prediction models

2. FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY

3. Do Stock Returns Really Decrease with Default Risk? New International Evidence

4. Economic benefit of powerful credit scoring

5. In Search of Distress Risk

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