Do decreases in Distance-to-Default predict rating downgrades?

Aggarwal, Nidhi; Singh, Manish K.; Thomas, Susan

doi:10.1016/j.econmod.2023.106558

Economic Modelling

2023

DOI: 10.1016/j.econmod.2023.106558

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Do decreases in Distance-to-Default predict rating downgrades?

Nidhi Aggarwal,

Manish K. Singh,

Susan Thomas

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Do decreases in Distance-to-Default predict rating downgrades?

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References 42 publications

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