Predicting SME’s default: Are their websites informative?

Lisa Crosato (), Josep Domenech and Caterina Liberati

Economics Letters, 2021, vol. 204, issue C

Abstract: We propose the use of online indicators, scraped from the firms’ websites, to predict default risk for a sample of Spanish firms via nonlinear discriminant analysis and the logistic regression model.

Keywords: Default risk; SMEs; Web scraping; Corporate websites; Nonlinear discriminant (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001658

DOI: 10.1016/j.econlet.2021.109888

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