Estimating Short-term Default Probabilities Conditional to Economic Conditions: Applications of Regularisation Approach and Economic Adjustment Coefficients
Authors
Siti Aisyah Mustafa
Faculty of Business, Economics and Social Development, University of Malaysia Terengganu, Faculty of Technology Management and Business, University Tun Hussein Onn
Safwan Mohd Nor
Faculty of Business, Economics and Social Development, University of Malaysia Terengganu, Victoria Institute of Strategic Economic Studies, Victoria University
Zairihan Abdul Halim
Faculty of Business, Economics and Social Development, University of Malaysia Terengganu, Malaysia
Nur Haiza Muhammad Zawawi
Faculty of Business, Economics and Social Development, University of Malaysia Terengganu, Malaysia
Language: English
Page range: 178 - 197
Submitted on: Dec 14, 2024
Accepted on: Aug 31, 2024
Published on: Jun 20, 2025
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
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© 2025 Siti Aisyah Mustafa, Safwan Mohd Nor, Zairihan Abdul Halim, Nur Haiza Muhammad Zawawi, published by IRENET - Society for Advancing Innovation and Research in Economy
This work is licensed under the Creative Commons Attribution 4.0 License.