(Translated by https://www.hiragana.jp/)
Citation data for document RePEc:eee:finana:v:42:y:2015:i:c:p:64-75
create a website

Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework. (2015). Xu, Bing ; Mousavi, Mohammad M ; Ouenniche, Jamal.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:42:y:2015:i:c:p:64-75.

Full description at Econpapers || Download paper

Cited: 22

Citations received by this document

Cites: 56

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Does capital input contribute to green total-factor capital efficiency?. (2024). Song, Shuhong ; Zhao, Lishuang ; Zhang, Ruifeng.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324001776.

    Full description at Econpapers || Download paper

  2. A dynamic performance evaluation of distress prediction models. (2023). Tone, Kaoru ; Ouenniche, Jamal ; Mousavi, Mohammad Mahdi.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:42:y:2023:i:4:p:756-784.

    Full description at Econpapers || Download paper

  3. No more black boxes! Explaining the predictions of a machine learning XGBoost classifier algorithm in business failure. (2022). Mardawi, Zeena ; Dwekat, Aladdin ; Carmona, Pedro.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s027553192200037x.

    Full description at Econpapers || Download paper

  4. The Application of Graphic Methods and the DEA in Predicting the Risk of Bankruptcy. (2021). Štefko, Robert ; Horvathova, Jarmila ; Mokriova, Martina.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:220-:d:553838.

    Full description at Econpapers || Download paper

  5. Firm Credit Scoring: A Series Two-Stage DEA Bootstrapped Approach. (2021). Tsolas, Ioannis E.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:214-:d:551338.

    Full description at Econpapers || Download paper

  6. A horse race of models and estimation methods for predicting bankruptcy. (2021). Yeung, Danny ; Bird, Ron ; Lu, Yue ; Almaskati, Nawaf.
    In: Advances in accounting.
    RePEc:eee:advacc:v:52:y:2021:i:c:s0882611021000018.

    Full description at Econpapers || Download paper

  7. KPIs Reporting and Financial Performance in the Transition to Mandatory Disclosure: The Case of Italy. (2020). Rupo, Daniela ; Raucci, Domenico ; Loprevite, Salvatore.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:12:p:5195-:d:376318.

    Full description at Econpapers || Download paper

  8. Support Vector Machine Methods and Artificial Neural Networks Used for the Development of Bankruptcy Prediction Models and their Comparison. (2020). Suler, Petr ; Vrbka, Jaromir ; Horak, Jakub.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:60-:d:336234.

    Full description at Econpapers || Download paper

  9. The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy. (2019). Yeung, Danny ; Bird, Ron ; Leung, Danny ; Lu, Yue ; Almaskati, Nawaf.
    In: Working Papers in Economics.
    RePEc:wai:econwp:19/16.

    Full description at Econpapers || Download paper

  10. Predicting Corporate Financial Failure Using Macroeconomic Variables and Accounting Data. (2019). Ganga, Hicham ; Fernandez-Rodriguez, Fernando ; Acosta-Gonzalez, Eduardo.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9737-x.

    Full description at Econpapers || Download paper

  11. Efficiency Evaluation of Urban Road Transport and Land Use in Hunan Province of China Based on Hybrid Data Envelopment Analysis (DEA) Models. (2019). Qian, Yuehui ; Guan, Xuefeng ; Yang, Tingting ; Wu, Huayi ; Xing, Weiran.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:14:p:3826-:d:247984.

    Full description at Econpapers || Download paper

  12. Searching for Key Factors in Enterprise Bankrupt Prediction: A Case Study in Slovak Republic. (2018). Valaskova, Katarina ; Katarina, Valaskova ; Maria, Kovacova ; Ivana, Podhorska.
    In: Economics and Culture.
    RePEc:vrs:ecocul:v:15:y:2018:i:1:p:78-87:n:9.

    Full description at Econpapers || Download paper

  13. Predictive Ability of Chosen Bankruptcy Models: A Case Study of Slovak Republic. (2018). Kliestik, Tomas ; Peter, Adamko ; Tomas, Kliestik ; Anna, Siekelova.
    In: Economics and Culture.
    RePEc:vrs:ecocul:v:15:y:2018:i:1:p:105-114:n:12.

    Full description at Econpapers || Download paper

  14. Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions. (2018). Ouenniche, Jamal ; Mousavi, Mohammad Mahdi.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-2814-2.

    Full description at Econpapers || Download paper

  15. Financial Risk Measurement and Prediction Modelling for Sustainable Development of Business Entities Using Regression Analysis. (2018). Valaskova, Katarina ; Kliestik, Tomas ; Adamko, Peter ; Svabova, Lucia.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:7:p:2144-:d:154028.

    Full description at Econpapers || Download paper

  16. Business failure, efficiency, and volatility: Evidence from the European insurance industry. (2018). Eling, Martin ; Jia, Ruo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:59:y:2018:i:c:p:58-76.

    Full description at Econpapers || Download paper

  17. Bankruptcy Practice in Countries of Visegrad Four. (2017). Jana, Kliestikova ; Katarina, Zvarikova ; Maria, Misankova.
    In: Economics and Culture.
    RePEc:vrs:ecocul:v:14:y:2017:i:1:p:108-118:n:10.

    Full description at Econpapers || Download paper

  18. IPOs’ signalling effects for speculative stock detection: evidence from the Stock Exchange of Thailand. (2017). Xu, Bing ; Sherif, Mohamed ; Komenkul, Kulabutr .
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:31:p:3067-3085.

    Full description at Econpapers || Download paper

  19. Applying a Ruggiero three-stage super-efficiency DEA model to gauge regional carbon emission efficiency: evidence from China. (2017). Xu, Xihui ; Bian, Zhengfu ; Long, Ruyin ; Dong, Feng ; Wang, Ying ; Yu, Bolin.
    In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
    RePEc:spr:nathaz:v:87:y:2017:i:3:d:10.1007_s11069-017-2826-2.

    Full description at Econpapers || Download paper

  20. An out-of-sample evaluation framework for DEA with application in bankruptcy prediction. (2017). Tone, Kaoru ; Ouenniche, Jamal.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2431-5.

    Full description at Econpapers || Download paper

  21. Assessing sovereign debt default by efficiency. (2016). Arazmuradov, Annageldy .
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:13:y:2016:i:c:p:100-113.

    Full description at Econpapers || Download paper

  22. The impact of SME’s pre-bankruptcy financial distress on earnings management tools. (2015). Campa, Domenico.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:222-234.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Agarwal, V. ; Taffler, R. Comparing the performance of market-based and accounting-based bankruptcy prediction models. 2008 Journal of Banking & Finance. 32 1541-1551

  2. Ahn, B.S. ; Cho, S.S. ; Kim, C.Y. The integrated methodology of rough set theory and artificial neural network for business failure prediction. 2000 Expert Systems with Applications. 18 65-74
    Paper not yet in RePEc: Add citation now

  3. Ahn, H. ; Neumann, L. Measuring effectiveness: A DEA approach under predetermined targets. 2014 International Journal of Business Analytics. 1 16-28

  4. Altman, E. Corporate financial distress: A complete guide to predicting. 1983 En : John Wiley and Sons, Avoiding and dealing with bankruptcy. :
    Paper not yet in RePEc: Add citation now

  5. Altman, E.I. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. 1968 The Journal of Finance. 23 589-609

  6. Andersen, P. ; Petersen, N.C. A procedure for ranking efficient units in data envelopment analysis. 1993 Management Science. 39 1261-1264

  7. Aziz, M.A. ; Dar, H.A. Predicting corporate bankruptcy: Where we stand?. 2006 Corporate Governance. 6 18-33
    Paper not yet in RePEc: Add citation now

  8. Balcaen, S. ; Ooghe, H. 35years of studies on business failure: An overview of the classic statistical methodologies and their related problems. 2006 The British Accounting Review. 38 63-93

  9. Bandyopadhyay, A. Predicting probability of default of Indian corporate bonds: Logistic and Z-score model approaches. 2006 Journal of Risk Finance. 7 255-272

  10. Banker, R.D. ; Charnes, A. ; Cooper, W.W. Some models for estimating technical and scale efficiencies in Data Envelopment Analysis. 1984 Management Science. 30 1078-1092

  11. Banker, R.D. ; Cooper, W.W. ; Seiford, L.M. ; Thrall, R.M. ; Zhu, J. Returns to scale in different DEA models. 2004 European Journal of Operational Research. 154 345-362

  12. Beaver, W.H. Financial ratios as predictors of failure. 1966 Journal of Accounting Research. 4 71-111

  13. Bemmann, M. Improving the comparability of insolvency predictions. 2005 En : Dresden economics discussion paper series no. 08/2005. :

  14. Bharath, S.T. ; Shumway, T. Forecasting default with the Merton distance to default model. 2008 Review of Financial Studies. 21 1339-1369

  15. Branch, B. The costs of bankruptcy: A review. 2002 International Review of Financial Analysis. 11 39-57

  16. Bris, A. ; Welch, I. ; Zhu, N. Chapter 7 liquidation versus chapter 11 reorganization. 2006 Journal of Finance. 61 1253-1303

  17. Charnes, A. ; Cooper, W.W. Programming with linear fractional functionals. 1962 Naval Research Logistics Quarterly. 9 181-186
    Paper not yet in RePEc: Add citation now

  18. Charnes, A. ; Cooper, W.W. ; Rhodes, E. Measuring the efficiency of decision making units. 1978 European Journal of Operational Research. 2 429-444

  19. Chortareas, G.E. ; Garza-Garcia, J.G. ; Girardone, C. Competition, efficiency and interest rate margins in Latin American banking. 2012 International Review of Financial Analysis. 24 93-103

  20. Christidis, A. ; Gregory, A. Some new models for financial distress prediction in the UK. 2010 En : Xfi-Centre for Finance and Investment discussion paper no: 10/04. :
    Paper not yet in RePEc: Add citation now
  21. Cooper, W.W. ; Seiford, L.M. ; Tone, K. Introduction to data envelopment analysis and its uses: With DEA-solver software and references. 2005 Springer:
    Paper not yet in RePEc: Add citation now

  22. Davydenko, S.A. ; Strebulaev, I.A. ; Zhao, X. A market-based study of the cost of default. 2012 Review of Financial Studies. 25 2955-2999

  23. Debnath, R.M. ; Sebastian, V.J. Efficiency in the Indian iron and steel industry — An application of data envelopment analysis. 2014 Journal of Advances in Management Research. 11 4-19
    Paper not yet in RePEc: Add citation now

  24. Du, J. ; Liang, L. ; Zhu, J. A slacks-based measure of super-efficiency in data envelopment analysis: A comment. 2010 European Journal of Operational Research. 204 694-697

  25. Elkamhi, R. ; Ericsson, J. ; Parsons, C.A. The cost and timing of financial distress. 2012 Journal of Financial Economics. 105 62-81

  26. Fisher, R.A. The statistical utilization of multiple measurements. 1938 Annals of Human Genetics. 8 376-386
    Paper not yet in RePEc: Add citation now
  27. Hillegeist, S.A. ; Keating, E.K. ; Cram, D.P. ; Lundstedt, K.G. Assessing the probability of bankruptcy. 2004 Review of Accounting Studies. 9 5-34
    Paper not yet in RePEc: Add citation now
  28. Kader, H.A. ; Adams, M. ; Hardwich, P. ; Kwon, W.J. Cost efficiency and board composition under different takaful insurance business models. 2014 International Review of Financial Analysis. 32 60-70
    Paper not yet in RePEc: Add citation now
  29. Kullback, S. ; Leibler, R.A. On information and sufficiency. 1951 The Annals of Mathematical Statistics. 22 79-86
    Paper not yet in RePEc: Add citation now
  30. Li, Z. ; Crook, J. ; Andreeva, G. Chinese companies distress prediction: An application of data envelopment analysis. 2013 Journal of the Operational Research Society. 65 466-479
    Paper not yet in RePEc: Add citation now

  31. Lim, S. ; Oh, K.W. ; Zhu, J. Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market. 2014 European Journal of Operational Research. 236 361-368

  32. Liu, J.S. ; Lu, L.Y.Y. ; Lu, W. ; Lin, B.J.Y. A survey of DEA applications. 2013 Omega. 41 893-902

  33. Lozano, S. ; Gutierrez, E. Data envelopment analysis of mutual funds based on second-order stochastic dominance. 2008 European Journal of Operational Research. 189 230-244

  34. McDonald, R. Derivative markets. 2002 Addison Wesley: Boston, MA
    Paper not yet in RePEc: Add citation now

  35. Mcfadden, D. A comment on discriminant analysis ‘versus’ logit analysis. 1976 Annals of Economic and Social Measurement. 5 511-523

  36. Merton, R.C. On the pricing of corporate debt: The risk structure of interest rates. 1974 The Journal of Finance. 29 449-470

  37. Ohlson, J.A. Financial ratios and the probabilistic prediction of bankruptcy. 1980 Journal of Accounting Research. 18 109-131

  38. Pradi, J.C. ; Asmild, M. ; Simak, P.C. Using DEA and worst practice DEA in credit risk evaluation. 2004 Journal of Productivity Analysis. 21 153-165

  39. Premachandra, I.M. ; Bhabra, G.S. ; Sueyoshi, T. DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique. 2009 European Journal of Operational Research. 193 412-424

  40. Premachandra, I.M. ; Chen, Y. ; Watson, J. DEA as a tool for predicting corporate failure and success: A case of bankruptcy assessment. 2011 Omega. 39 620-626

  41. Psillaki, M. ; Tsolas, I.E. ; Margarits, D. Evaluation of credit risk based on firm performance. 2010 European Journal of Operational Research. 201 873-881

  42. Ravi Kumar, P. ; Ravi, V. Bankruptcy prediction in banks and firms via statistical and intelligent techniques — A review. 2007 European Journal of Operational Research. 180 1-28

  43. Seiford, L.M. A bibliography for data envelopment analysis (1978–1996). 1997 Annals of Operations Research. 73 393-438
    Paper not yet in RePEc: Add citation now
  44. Shetty, U. ; Pakkala, T.P.M. ; Mallikarjunappa, T. A modified directional distance formulation of DEA to assess bankruptcy: An application to IT/ITES companies in India. 2012 Expert Systems with Applications. 39 1988-1997
    Paper not yet in RePEc: Add citation now

  45. Shumway, T. Forecasting bankruptcy more accurately: A simple hazard model. 2001 The Journal of Business. 74 101-124

  46. Taffler, R.J. Empirical models for the monitoring of UK corporations. 1984 Journal of Banking & Finance. 8 199-227

  47. Theodossiou, P. Alternative models for assessing the financial condition of business in Greece. 1991 Journal of Business Finance & Accounting. 18 697-720
    Paper not yet in RePEc: Add citation now

  48. Tinoco, M.H. ; Wilson, N. Financial distress and bankruptcy prediction amongst listed companies using accounting, market and macroeconomic variables. 2013 International Review of Financial Analysis. 30 394-419

  49. Tone, K. A slacks-based measure of efficiency in data envelopment analysis. 2001 European Journal of Operational Research. 130 498-509

  50. Tone, K. A slacks-based measure of super-efficiency in data envelopment analysis. 2002 European Journal of Operational Research. 143 32-41

  51. Van Gestel, T. ; Baesens, B. ; Van Dijcke, P. ; Garcia, J. ; Suykens, J.A.K. ; Vanthienen, J. A process model to develop an internal rating system: Sovereign credit ratings. 2006 Decision Support Systems. 42 1131-1151
    Paper not yet in RePEc: Add citation now
  52. Wang, W.K. ; Lu, W. ; Liu, P.Y. A fuzzy multi-objective two-stage DEA model for evaluating the performance of US bank holding companies. 2014 Expert Systems with Applications. 41 4290-4297
    Paper not yet in RePEc: Add citation now
  53. Xu, X. ; Wang, Y. Financial failure prediction using efficiency as a predictor. 2009 Expert Systems with Applications. 36 366-373
    Paper not yet in RePEc: Add citation now

  54. Yeh, C.C. ; Chi, D.J. ; Hsu, M.F. A hybrid approach of DEA, rough set and support vector machines for business failure prediction. 2010 Expert Systems with Applications. 37 1535-1541

  55. Zhang, J. ; Jiang, C. ; Qu, B. ; Wang, P. Market concentration, risk-taking, and bank performance: Evidence from emerging economies. 2013 International Review of Financial Analysis. 30 139-157

  56. Zmijewski, M.E. Methodological issues related to the estimation of financial distress prediction models. 1984 Journal of Accounting Research. 22 59-82

Cocites

Documents in RePEc which have cited the same bibliography

  1. “Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Singh, Manish K ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201803.

    Full description at Econpapers || Download paper

  2. Prediction of company failure: Past, present and promising directions for the future. (2018). Jayasekera, Ranadeva .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:196-208.

    Full description at Econpapers || Download paper

  3. Default prediction models: The role of forward-looking measures of returns and volatility. (2018). Miao, Hong ; Wang, Tianyang ; Ryan, Patricia ; Ramchander, Sanjay.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:46:y:2018:i:c:p:146-162.

    Full description at Econpapers || Download paper

  4. Board Composition and Financial Distress of Listed Firms in Kenya. An Empirical Analysis. (2017). Ombaba, Kennedy ; Kosgei, David ; Mwengei, Kennedy .
    In: Journal of Finance and Investment Analysis.
    RePEc:spt:fininv:v:6:y:2017:i:4:f:6_4_4.

    Full description at Econpapers || Download paper

  5. Capital Investment Decisions of Micro, Small and Medium Enterprises: The Case of Digos City. (2017). Relativo, Jona Princess ; Murcia, John Vianne ; Diasana, Sarah Jean ; Sumayang, Mildred .
    In: MPRA Paper.
    RePEc:pra:mprapa:79574.

    Full description at Econpapers || Download paper

  6. Financial Bankruptcy across European Countries. (2017). Succurro, Marianna .
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:9:y:2017:i:7:p:132-146.

    Full description at Econpapers || Download paper

  7. Forewarning Bankruptcy: An Indigenous Model for Pakistan. (2017). Hunjra, Ahmed ; Azam, Rauf i ; Ijaz, Muhammad Shahzad .
    In: Business & Economic Review.
    RePEc:bec:imsber:v:9:y:2017:i:4:p:259-286.

    Full description at Econpapers || Download paper

  8. Financial Distress, Employees’ Welfare and Entrepreneurship Among SMEs. (2016). Inekwe, John.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:129:y:2016:i:3:d:10.1007_s11205-015-1164-6.

    Full description at Econpapers || Download paper

  9. Re-estimation and comparisons of alternative accounting based bankruptcy prediction models for Indian companies. (2016). Singh, Bhanu ; Mishra, Alok.
    In: Financial Innovation.
    RePEc:spr:fininn:v:2:y:2016:i:1:d:10.1186_s40854-016-0026-9.

    Full description at Econpapers || Download paper

  10. On the prediction of financial distress in developed and emerging markets: Does the choice of accounting and market information matter? A comparison of UK and Indian Firms. (2016). Charalambakis, Evangelos ; Garrett, Ian.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:1:d:10.1007_s11156-014-0492-y.

    Full description at Econpapers || Download paper

  11. An Empirical Analysis of Financially Distressed Italian Companies. (2016). Sensini, Luca .
    In: International Business Research.
    RePEc:ibn:ibrjnl:v:9:y:2016:i:10:p:75-85.

    Full description at Econpapers || Download paper

  12. Predicting Operational Loss Exposure Using Past Losses. (2016). Migueis, Marco ; Curti, Filippo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-02.

    Full description at Econpapers || Download paper

  13. Validation of default probability models: A stress testing approach. (2016). Arismendi Zambrano, Juan ; Tsukahara, Fabio Yasuhiro ; Sobreiro, Vinicius Amorim ; Kimura, Herbert.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:70-85.

    Full description at Econpapers || Download paper

  14. Using Merton model for default prediction: An empirical assessment of selected alternatives. (2016). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:35:y:2016:i:c:p:43-67.

    Full description at Econpapers || Download paper

  15. MEASURING FINANCIAL DISTRESS AND PREDICTING CORPORATE BANKRUPTCY: AN INDEX APPROACH. (2016). Liao, Qunfeng ; Mehdian, Seyed.
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2016:j:17:liaoq.

    Full description at Econpapers || Download paper

  16. Predicting probability of default of Indian companies: A market based approach. (2016). Mishra, Alok Kumar ; Singh, Bhanu Pratap .
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:197-204.

    Full description at Econpapers || Download paper

  17. Predicting probability of default of Indian companies: A market based approach. (2016). Mishra, Alok Kumar ; Singh, Bhanu Pratap .
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:197-204.

    Full description at Econpapers || Download paper

  18. “Bank risk behavior and connectedness in EMU countries”. (2015). Sosvilla-Rivero, Simon ; Singh, Manish Kumar ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201517.

    Full description at Econpapers || Download paper

  19. Accounting data and the credit spread: An empirical investigation. (2015). Demirovic, Amer ; Guermat, Cherif ; Tucker, Jon.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:34:y:2015:i:c:p:233-250.

    Full description at Econpapers || Download paper

  20. Financial sustainability of wind electricity sectors in the Baltic States. (2015). Bobinaite, Viktorija .
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:47:y:2015:i:c:p:794-815.

    Full description at Econpapers || Download paper

  21. Comparative credit risk in Islamic and conventional bank. (2015). Worthington, Andrew ; Gupta, Rakesh ; Nurul, MD.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:327-353.

    Full description at Econpapers || Download paper

  22. Bank risk behavior and connectedness in EMU countries. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:57:y:2015:i:c:p:161-184.

    Full description at Econpapers || Download paper

  23. Combining accounting data and a structural model for predicting credit ratings: Empirical evidence from European listed firms. (2015). Zopounidis, Constantin ; Doumpos, Michael ; Andriosopoulos, Kostas ; Niklis, Dimitrios .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:599-607.

    Full description at Econpapers || Download paper

  24. Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework. (2015). Xu, Bing ; Mousavi, Mohammad M ; Ouenniche, Jamal.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:64-75.

    Full description at Econpapers || Download paper

  25. “Forward Looking Banking Stress in EMU Countries”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Singh, Manish K. ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201421.

    Full description at Econpapers || Download paper

  26. Predicting distress in European banks. (2014). Sarlin, Peter ; Peltonen, Tuomas ; Betz, Frank ; Opric, Silviu .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:225-241.

    Full description at Econpapers || Download paper

  27. Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test. (2014). Bauer, Julian ; Agarwal, Vineet .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:432-442.

    Full description at Econpapers || Download paper

  28. Bank competition and financial stability in Asia Pacific. (2014). Molyneux, Philip ; Lin, Yongjia ; Fu, Xiaoqing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:38:y:2014:i:c:p:64-77.

    Full description at Econpapers || Download paper

  29. Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes. (2014). Kanas, Angelos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:244-258.

    Full description at Econpapers || Download paper

  30. The characteristics of changes in construction companies to become insolvent by size following macroeconomic fluctuations. (2013). Kim, Jaejun ; Kwon, Taein ; Lee, Sanghyo.
    In: E3 Journal of Business Management and Economics..
    RePEc:etr:series:v:4:y:2013:i:4:p:082-092.

    Full description at Econpapers || Download paper

  31. Alternative bankruptcy prediction models using option-pricing theory. (2013). Charitou, Andreas ; Lambertides, Neophytos ; Trigeorgis, Lenos ; Dionysiou, Dionysia.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2329-2341.

    Full description at Econpapers || Download paper

  32. Product market competition and credit risk. (2013). Lee, Han-Hsing ; Huang, Hsing-Hua .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:324-340.

    Full description at Econpapers || Download paper

  33. The impact of diverse measures of default risk on UK stock returns. (2013). Chen, Jie ; Hill, Paula.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5118-5131.

    Full description at Econpapers || Download paper

  34. Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks. (2013). Takahashi, Shuhei ; Ito, Takatoshi ; Harada, Kimie .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:27:y:2013:i:c:p:70-82.

    Full description at Econpapers || Download paper

  35. Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Tinoco, Mario Hernandez ; Wilson, Nick.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

    Full description at Econpapers || Download paper

  36. Predicting distress in European banks. (2013). Sarlin, Peter ; Peltonen, Tuomas ; Betz, Frank ; Oprica, Silviu .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131597.

    Full description at Econpapers || Download paper

  37. On the prediction of corporate financial distress in the light of the financial crisis: empirical evidence from Greek listed firms. (2013). Charalambakis, Evangelos.
    In: Working Papers.
    RePEc:bog:wpaper:164.

    Full description at Econpapers || Download paper

  38. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara .
    In: Working Papers.
    RePEc:pab:wpbsad:12.07.

    Full description at Econpapers || Download paper

  39. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara .
    In: Working Papers.
    RePEc:pab:fiecac:12.03.

    Full description at Econpapers || Download paper

  40. Multi-period credit default prediction with time-varying covariates.. (2011). Orth, Walter .
    In: MPRA Paper.
    RePEc:pra:mprapa:30507.

    Full description at Econpapers || Download paper

  41. Assessing bankruptcy prediction models via information content of technical inefficiency. (2011). Hwang, Ruey-Ching ; Siao, Jhao-Siang ; Chung, Huimin.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:36:y:2011:i:3:p:263-273.

    Full description at Econpapers || Download paper

  42. The predictive ability of “conservatism” and “governance” variables in corporate financial disclosures. (2011). Smith, Malcolm ; Ren, Yun ; Dong, Yinan .
    In: Asian Review of Accounting.
    RePEc:eme:arapps:v:19:y:2011:i:2:p:171-185.

    Full description at Econpapers || Download paper

  43. The term structure of banking crisis risk in the United States: A market data based compound option approach. (2011). Eichler, Stefan ; Karmann, Alexander ; Maltritz, Dominik .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:4:p:876-885.

    Full description at Econpapers || Download paper

  44. Dynamic analysis of the business failure process: A study of bankruptcy trajectories. (2010). du Jardin, Philippe ; Severin, Eric .
    In: MPRA Paper.
    RePEc:pra:mprapa:44379.

    Full description at Econpapers || Download paper

  45. Is hazard or probit more accurate in predicting financial distress? Evidence from U.S. bank failures. (2010). Cole, Rebel ; Wu, Qiongbing.
    In: MPRA Paper.
    RePEc:pra:mprapa:24688.

    Full description at Econpapers || Download paper

  46. A compound option approach to model the interrelation between banking crises and country defaults: The case of Hungary 2008. (2010). Maltritz, Dominik .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:3025-3036.

    Full description at Econpapers || Download paper

  47. Is the diversification discount caused by the book value bias of debt?. (2010). Glaser, Markus ; Muller, Sebastian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:10:p:2307-2317.

    Full description at Econpapers || Download paper

  48. A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach. (2010). Li, Ming-Yuan Leon ; Miu, Peter .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:4:p:818-833.

    Full description at Econpapers || Download paper

  49. Bankruptcy prediction models: How to choose the most relevant variables?. (2009). du Jardin, Philippe.
    In: MPRA Paper.
    RePEc:pra:mprapa:44380.

    Full description at Econpapers || Download paper

  50. Accounting-based versus market-based cross-sectional models of CDS spreads. (2009). Sarin, Atulya ; Das, Sanjiv ; Hanouna, Paul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:719-730.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-10-03 01:37:20 || Create a citation alert || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.