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Do industry specialists and business risk auditors enhance audit reporting accuracy?
Bruynseels, Liesbeth (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003610963
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Strategic actions and going-concern audit opinions
Bruynseels, Liesbeth (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003610972
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The determinants of business failures in the US low-technology and high-technology industries
Chen, Jo-Hui; Williams, Martin - In: Applied economics 31 (1999) 12, pp. 1551-1563
Persistent link: https://www.econbiz.de/10001465735
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Default risk, productivity, and the environment : theory and evidence from U.S. manufacturing
Andersen, Dana C. - In: Environmental and resource economics 75 (2020) 4, pp. 677-710
Persistent link: https://www.econbiz.de/10012224350
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Default risk, productivity, and the environment : theory and evidence from U.S. manufacturing
Andersen, Dana C. - 2017
Persistent link: https://www.econbiz.de/10011718484
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Does revenue-expense matching relate to going-concern audit opinion conditional on firm’s financial distress?
Kim, Hak Woon; Lee, Sooro - In: The journal of applied business research 32 (2016) 3, pp. 947-965
Persistent link: https://www.econbiz.de/10011502244
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Estimation risk and auditor conservatism
Lennox, Clive; Kausar, Asad - In: Review of accounting studies 22 (2017) 1, pp. 185-216
Persistent link: https://www.econbiz.de/10011655605
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Bank distress and productivity of borrowing firms : evidence from Japan
Akiyoshi, Fumio (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003486987
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Estimation du risque de défaut par une modélisation stochastique du bilan : application à des firmes industrielles françaises
Refait, Catherine - In: Finance : revue de l'Association Française de Finance 21 (2000) 2, pp. 103-129
Persistent link: https://www.econbiz.de/10001559712
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Forecasting Industry Sector Default Rates through Dynamic Factor Models
Missaglia, Giuseppe - 2009
In this paper we use a reduced form model for the analysis of Portfolio Credit Risk. For this purpose, we fit a Dynamic Factor model, DF, to a large dataset of default rates proxies and macrovariables for Italy. Multi step ahead density and probability forecasts are obtained by employing both...
Persistent link: https://www.econbiz.de/10013159689