Samad, Abdus; Armstrong, Vaughn S. - In: Central Bank review / Central Bank of the Republic of Turkey 22 (2022) 3, pp. 119-127
This paper examines prediction of U.S. bank failure with a probit model that uses bias-corrected technical efficiency estimated using bootstrap data envelopment analysis as the measure of management quality. The model is tested on a sample of failed and non-failed banks during the sub-prime...
