English, Article, Journal or magazine article edition: Financial and Economic Determinants of Firm Default Giulio Bottazzi; Marco Grazzi; Angelo Secchi; ...

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Bookmark: http://trove.nla.gov.au/version/54054
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Financial and Economic Determinants of Firm Default
Author
  • Giulio Bottazzi
  • Marco Grazzi
  • Angelo Secchi
  • Federico Tamagni
Physical Description
  • preprint
Notes
  • This paper investigates the relevance of financial and economic variables on firm defaults. Our analysis is not limited to publicly traded companies but extends to a large sample of limited liability firms. We consider size, growth, profitability and productivity together with a standard set of financial indicators. Non parametric tests allow to asses to what extent defaulting firms differ from the non-defaulting group. Bootstrap probit regressions confirm that economic variables play both a long and short term effect. Our findings are robust with respect to the inclusion of Distance to Deafult and risk ratings among the regressors.
  • firm default, financial indicators, selection and growth dynamics, kernel densities, stochastic equality, bootstrap probit regressions, distance to default
  • RePEc:ssa:lemwps:2009/​06
Language
  • English
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