Search Results - subject:"Default Predictions"

Forecasting China bond default with severe class-imbalanced data : a simple learning model with causal inference

Peng, Mike W.; Stern, Elisheva R.; Hu, Hanwen - In: Economic modelling 144 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015195157

Corporate Distress and Restructuring with Macroeconomic Fluctuations: The Cases of GM and Ford

Oxelheim, Lars; Wihlborg, Clas - 2009

to restructuring by decomposing default predictions into intrinsic and macroeconomic factors. We apply a method … previously used for measuring macroeconomic exposures on default predictions in order to filter out macroeconomic factors. In …

Persistent link: https://www.econbiz.de/10010320364

Corporate Distress and Restructuring with Macroeconomic Fluctuations: The Cases of GM and Ford

Oxelheim, Lars; Wihlborg, Clas - Institutet för Näringslivsforskning (IFN) - 2009

to restructuring by decomposing default predictions into "intrinsic" and macroeconomic factors. We apply a method … previously used for measuring macroeconomic exposures on default predictions in order to filter out macroeconomic factors. In …

Persistent link: https://www.econbiz.de/10008677919