Predicting Corporate Defaults in India (Paperback)

Rajeev Kumar Upadhyay

ISBN 10: 6208223105 / ISBN 13: 9786208223106

Published by LAP Lambert Academic Publishing, 2024

About this Item

Paperback. This study was carried out on Indian firms from 2004 to 2016 on large, medium, small as well as public sector companies to build different default prediction models using MDA and Logistic regression methods as well as reduced form and structural models. The study arrives at some interesting findings in the context of India. In the long-term for all models for all methods, only accounting and economic variables are found to be significant while for short-term models, all the categories namely accounting, economic and market variables are significant signifying that in the long run market information about the firm is not important but in short market dynamics have impact on default prediction. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Seller Inventory # 9786208223106

Bibliographic Details

• Title: Predicting Corporate Defaults in India (Paperback)
• Publisher: LAP Lambert Academic Publishing
• Publication Date: 2024
• Language: English
• ISBN 10: 6208223105
• ISBN 13: 9786208223106
• Binding: Paperback
• Condition: new

About this title

Synopsis

This study was carried out on Indian firms from 2004 to 2016 on large, medium, small as well as public sector companies to build different default prediction models using MDA and Logistic regression methods as well as reduced form and structural models. The study arrives at some interesting findings in the context of India. In the long-term for all models for all methods, only accounting and economic variables are found to be significant while for short-term models, all the categories namely accounting, economic and market variables are significant signifying that in the long run market information about the firm is not important but in short market dynamics have impact on default prediction.