Are financial ratios relevant for trading credit risk? Evidence from the CDS market
Sign Up to like & getrecommendations! Published in 2018 at "Annals of Operations Research"
DOI: 10.1007/s10479-016-2373-3
Abstract: We propose a combination of LASSO with panel-consistent estimation methods to investigate whether financial ratios are used in the decision-making process of CDS traders. Our results indicate that financial statement information does play a role… read more here.
Keywords: credit risk; trading; relevant trading; trading credit ... See more keywords
Financial ratios and non-payment risk factor with panel probit model: a case of Turkey
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DOI: 10.1080/13504851.2020.1782336
Abstract: ABSTRACT This study is based on the data of the companies traded on the BIST (Borsa İstanbul Stock Exchange) stock exchange with the panel probit method to obtain the risk of empirical non-payment risk with… read more here.
Keywords: panel probit; payment; payment risk; non payment ... See more keywords
An empirical examination of financial performance and distress profiles during COVID-19: the case of fishery and food production firms in Vietnam
Sign Up to like & getrecommendations! Published in 2024 at "Journal of Financial Reporting and Accounting"
DOI: 10.1108/jfra-09-2023-0509
Abstract: Purpose Financial ratios are often used to classify firms into different clusters of financial performance. This study aims to classify firms using financial ratios with advanced techniques and identify the transition matrix of firms moving… read more here.
Keywords: food; financial performance; performance; firms vietnam ... See more keywords
Analysing the Financial Ratios of the Companies in the Maritime Industry with Multivariate Statistical Techniques
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DOI: 10.31217/p.38.2.11
Abstract: This study aims to glance at the shipping sector in terms of financial ratios. To this end, 23 financial ratios were collected from each of the 223 companies worldwide and examined by factor analysis. Seven… read more here.
Keywords: maritime industry; analysing financial; companies maritime; financial ratios ... See more keywords