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Does crisis affect credit risk in developing countries? the case of the Jordanian market

Abstract : At the core of the recent global financial and economic crisis marked by its magnitude, credit risk turned out to be a powerful catalyst. The objective of this paper is mainly to follow up on the evolution of credit risk on the Jordanian market during the recent economic and financial international crisis. Based on the linear discriminant Z-Score model and KMV structural model, we recognize the increase in credit risk during the crisis period. On the whole, the confrontation between models highlights the robust correlation between the accounting results of a company and its market value and therefore indicates the need to consider the macroeconomic context in an open economy for the evaluation of the risk of credit.
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https://hal.univ-angers.fr/hal-02558972
Contributeur : Okina Université d'Angers <>
Soumis le : jeudi 30 avril 2020 - 03:12:26
Dernière modification le : lundi 6 juillet 2020 - 15:39:34

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Marc Kouzez, Danielle Lecointre-Erickson. Does crisis affect credit risk in developing countries? the case of the Jordanian market. The Journal of Research in Emerging Market, 2019, 1 (1), pp.24-37. ⟨10.30585/jrems.v1i1.327⟩. ⟨hal-02558972⟩

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