Do decreases in Distance-to-Default predict rating downgrades?

Author:

Aggarwal Nidhi,Singh Manish K.,Thomas SusanORCID

Funder

Indian Institute of Technology Roorkee

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference47 articles.

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4. Statistical Bond Rating Classification using Financial and Accounting Data;Altman,1976

5. Machine learning models and bankruptcy prediction;Barboza;Expert Syst. Appl.,2017

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