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Forecasting sovereign default risk with Merton's model

Duyvesteyn, Johan; Martens, Martin - In: The journal of fixed income 25 (2015) 2, pp. 58-71

Persistent link: https://www.econbiz.de/10011399885

The value relevance of financial distress risk in the case of RASDAQ companies

Robu, Ioan-Bogdan; Robu, Mihaela-Alina; Mironiuc, Marilena - In: Journal of accounting & management information systems … 13 (2014) 4, pp. 623-642

The financial distress risk concept has been referred as follow: negative net assets, insolvency, bond default …

Persistent link: https://www.econbiz.de/10011310008

A new methodology for estimating internal credit risk and bankruptcy prediction under Basel II regime

Naresh Kumar, M.; Rao, V. Sree Hari - In: Computational economics 46 (2015) 1, pp. 83-102

Persistent link: https://www.econbiz.de/10011441045

Using quantitative data analysis techniques for bankruptcy risk estimation for corporations

Armeanu, Ştefan Daniel; Vintilǎ, Georgeta; Moscalu, … - In: Theoretical and applied economics : GAER review 19 (2012) 1, pp. 97-112

Persistent link: https://www.econbiz.de/10009675104

Predicting the event and time horizon of bankruptcy using financial ratios and the maturity schedule of long-term debt

Philosophov, Leonid V.; Batten, Jonathan A.; … - In: Mathematics and financial economics 1 (2008) 3/4, pp. 181-212

Persistent link: https://www.econbiz.de/10003722520

Modelling bankruptcy using Hungarian firm-level data

Bauer, Péter; Edrész, Marianna - 2016

The ultimate aim of this paper is to generate micro-level risk measures, which can provide a useful input for further research. To this end, this paper estimates bankruptcy probabilities for Hungarian firms using probit estimation. The estimated models show reasonable performance in...

Persistent link: https://www.econbiz.de/10011448143