Lagged accuracy in credit-risk measures
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DOI: 10.1016/j.frl.2021.102653
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More about this item
Keywords
Credit-risk measures; Accuracy; Lag; Hard-to-value stocks; Accruals; CDS informativeness;All these keywords.
JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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