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.
Articolo in rivista - Articolo scientifico
Corporate websites; Default risk; Nonlinear discriminant; SMEs; Web scraping;
English
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].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/314579
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