A study of credit risk measurement models:Evidence from Chinese listed companies

This paper attempts a comparative study of credit risk measurement models by comparing the traditional models commonly used by Chinese companies: the Z-score and the Logit model to select a credit risk measurement model with better predictive performance for predicting the bankruptcy of Chinese list...

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Bibliographic Details
Main Author: Zhao, Jing
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2022
Subjects:
Online Access:https://eprints.nottingham.ac.uk/70144/