Modelling Credit Risk for Chinese SMEs

Considering the key role of small and medium-sized enterprises (SMEs) in the economy of many countries, this study focuses on the Chinese market and explores the credit risk by specifically developing one-year default prediction models for SMEs. Logistic regression is applied to unbalanced panel dat...

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Bibliographic Details
Main Author: Fan, Wenye
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2020
Online Access:https://eprints.nottingham.ac.uk/61930/