five

Data for Financial sustainability modelling

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Data was derived from the Bloomberg portal. Altman Z score dummy variable is a binary categorical variable showing 1 when the company is healthy and 0 when the company is in financial distress. The other variables are measures of profitability, leverage and cash flow sufficiency which were use to develop a binary logit model for predicting the log-odds of financial sustainability (i.e. log-odds of Altman Z dummy variable being equal to 1 or Altman Z score being above 2.99)
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2019-12-09
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