Predicting Corporate Defaults in India - Upadhyay, Rajeev Kumar
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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…mehr

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Produktbeschreibung
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.
Autorenporträt
Dr Rajeev Kumar Upadhyay is working as an Assistant Professor, at the Department of Commerce, Shaheed Bhagat Singh College, University of Delhi, India. His experience spans more than a decade. His area of interest includes banking and finance. He has written research papers in the area of default prediction, globalization and CSR.