Gupta, Jairaj; Wilson, Nicholas; Gregoriou, Andros; … - In: Journal of International Financial Markets, … 31 (2014) C, pp. 397-413
This study considers domestic and international small and medium-sized enterprises (SMEs) of the United Kingdom separately while modelling their default risk. To establish the empirical validation, separate one-year default prediction models are developed using dynamic logistic regression...