We propose the use of online indicators, scraped from the firms’ websites, to predict default risk for a sample of Spanish firms via nonlinear discriminant analysis and the logistic regression model.
Crosato, L., Domenech, J., Liberati, C. (2021). Predicting SME’s default: Are their websites informative?. ECONOMICS LETTERS, 204(July 2021) [10.1016/j.econlet.2021.109888].
Predicting SME’s default: Are their websites informative?
Liberati, Caterina
2021
Abstract
We propose the use of online indicators, scraped from the firms’ websites, to predict default risk for a sample of Spanish firms via nonlinear discriminant analysis and the logistic regression model.
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