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Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty
Jiang, Cuixia; Xiong, Wei; Xu, Qifa; Liu, Yezheng - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012487913
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How do bankruptcy risk estimations change in time? : empirical evidence from listed US companies
Lohmann, Christian; Möllenhoff, Steffen - In: Finance research letters 58 (2023) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10014583306
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The role of Environmental, Social, and Governance (ESG) in predicting bank financial distress
Citterio, Alberto; King, Timothy - In: Finance research letters 51 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014286436
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Loan default predictability with explainable machine learning
Li, Huan; Wu, Weixing - In: Finance research letters 60 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014490218
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The bankruptcy risk matrix as a tool for interpreting the outcome of bankruptcy prediction models
Lohmann, Christian; Möllenhoff, Steffen - In: Finance research letters 55 (2023) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10014473045
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Severe weather and peer-to-peer farmers' loan default predictions : evidence from machine learning analysis
Gao, Wei; Ju, Ming; Yang, Tongyang - In: Finance research letters 58 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014580296
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Credit default prediction of Chinese real estate listed companies based on explainable machine learning
Ma, Yuanyuan; Zhang, Pingping; Duan, Shaodong; Zhang, … - In: Finance research letters 58 (2023) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10014581644
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Bank insolvency risk and Z-score measures : a refinement
Lepetit, Lætitia; Strobel, Frank - In: Finance research letters 13 (2015), pp. 214-224
Persistent link: https://www.econbiz.de/10011552521
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Equity returns of distressed equity issuers
Park, James L. - In: Finance research letters 14 (2015), pp. 93-103
Persistent link: https://www.econbiz.de/10011552645
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Applying a factor copula to value basket credit linked notes with issuer default risk
Wu, Po-cheng - In: Finance research letters 7 (2010) 3, pp. 178-183
Persistent link: https://www.econbiz.de/10009272755