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Default prediction models : the role of forward-looking measures of returns and volatility
Miao, Hong; Ramchander, Sanjay; Ryan, Patricia; Wang, … - In: Journal of empirical finance 46 (2018), pp. 146-162
Persistent link: https://www.econbiz.de/10012103422
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Using Merton model for default prediction : an empirical assessment of selected alternatives
Afik, Zvika; Arad, Ohad; Galil, Koresh - In: Journal of empirical finance 35 (2016), pp. 43-67
Persistent link: https://www.econbiz.de/10011662716
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A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information : a binary quantile regression approach
Li, Ming-yuan Leon; Miu, Peter - In: Journal of empirical finance 17 (2010) 4, pp. 818-833
Persistent link: https://www.econbiz.de/10009267241
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Innovate or die : corporate innovation and bankruptcy forecasts
Bai, Qing; Tian, Shaonan - In: Journal of empirical finance 59 (2020), pp. 88-108
Persistent link: https://www.econbiz.de/10012437937
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Industry specific defaults
Kwon, Tae Yeon; Lee, Yoonjung - In: Journal of empirical finance 45 (2018), pp. 45-58
Persistent link: https://www.econbiz.de/10012102441
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On the cyclicality of default rates of banks : a comparative study of the asset correlation and diversification effects
Blümke, Oliver - In: Journal of empirical finance 47 (2018), pp. 65-77
Persistent link: https://www.econbiz.de/10012103483
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Business cycle and credit risk modeling with jump risks
Jang, Bong-Gyu; Rhee, Yuna; Yoon, Ji Hee - In: Journal of empirical finance 39 (2016), pp. 15-36
Persistent link: https://www.econbiz.de/10011663259
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Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna; Cavaliere, Giuseppe; Kristensen, Dennis; … - In: Journal of empirical finance 38 (2016), pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
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Decision-making during the credit crisis : did the Treasury let commercial banks fail?
Croci, Ettore; Hertig, Gérard; Nowak, Eric - In: Journal of empirical finance 38 (2016), pp. 476-497
Persistent link: https://www.econbiz.de/10011664799
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Is there any dependence between consumer credit line utilization and default probability on a term loan? : evidence from bank-customer data
Bergerès, Anne-Sophie; D'Astous, Philippe; Dionne, Georges - In: Journal of empirical finance 33 (2015), pp. 276-286
Persistent link: https://www.econbiz.de/10011556889