Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/159441
Authors: 
Luppi, Barbara
Marzo, Massimiliano
Scorcu, Antonello E
Year of Publication: 
2007
Series/Report no.: 
Quaderni - Working Paper DSE 600
Abstract: 
We use a multiple-factor credit risk model to provide new estimates of default probabilities in a sample of Italian Small and Medium-sized Enterprises. Results show that, on average, SMEs are riskier than large businesses within the retail segment. It is possible to distinguish different segments inside the SMEs' population based on geographical location, sector of activity and juridical status.
Persistent Identifier of the first edition: 
Creative Commons License: 
https://creativecommons.org/licenses/by/3.0/
Document Type: 
Working Paper

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