JEL Classification C25
"Univariate: Discrete Regression and Qualitative Choice Models"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C25 classification. (sorted by date) International Banks’ Ratings with an Indicator Variable for Country Effects
by Roman Matousek of London Metropolitan University,
Chris Stewart of London Metropolitan University, and
Gary van Vuuren of Fitch Ratings
(220K PDF) -- 19 pages -- May 2009 Financial and Economic Determinants of Firm Default
by Giulio Bottazzi of the Università di Pisa,
Marco Grazzi of the Università di Pisa,
Angelo Secchi of the Università di Pisa, and
Federico Tamagni of the Università di Pisa
(384K PDF) -- 42 pages -- January 8, 2009 Credit Risk Drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics
by Diana Bonfim of Banco de Portugal
(558K PDF) -- 48 pages -- March 2007 The Identification of Corporate Distress in UK Industrials: A Conditional Probability Analysis Approach
by Lin Lin of the National Chi-Nan University, and
Jenifer Piessi of King's College London & University of Stellenbosch
(583K PDF) -- 23 pages -- April 2004 Perraudin, William and Alex Taylor, "On the Consistency of Ratings and Bond Market Yields", Journal of Banking & Finance, Vol. 28, No. 11, (November 2004), pp. 2769-2788.
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