Title:

Forecasting Distress in European SME Portfolios

Authors:

Sara Ferreira Filipe (U Luxembourg)
Theoharry Grammatikos (U Luxembourg)
Dimitra Michala (U Luxembourg)

Journal:

Journal of Banking and Finance

Year:

2016

Volume:

64

Pages:

112-135

JEL codes:

C58 - Financial Econometrics
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure

DOI:

10.1016/j.jbankfin.2015.12.007