Blar i Norges Banks vitenarkiv på forfatter "Sjøvoll, Espen"
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Assessment of Credit Risk in the Norwegian Business Sector
Sjøvoll, Espen (Working Papers;9/1999, Working paper, 1999)In this thesis, I present a model that measures credit risk in the Norwegian business sector, using firm bankruptcy as proxy for credit risk. Probit analysis, a discrete response model, is applied to micro level financial ...