Credit Risk Modelling in Euro Area during COVID-19
The study creates a logistic regression model to evaluate the impact of the COVID-19 pandemic on nonfinancial firms' default probability, emphasizing the need for robust predictive models.
Featured in No. 53 on 12 Jun 2024 ·
- Released
- 8 Aug 2023
- First featured
- No. 53 · 12 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4859610
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).