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This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logistic regression … analysis of financial ratios, we explore the usefulness of domestic bank failure prediction models with a cross-country model …, deposits and in some cases the ratio of non-performing loans, are the most significant predictors of bank failure in both Japan …
Persistent link: https://www.econbiz.de/10013121773
This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logistic regression … analysis of financial ratios, we explore the usefulness of domestic bank failure prediction models with a cross-country model …, deposits and in some cases the ratio of non-performing loans, are the most significant predictors of bank failure in both Japan …
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Using different econometric models, Diebold and Li (J Econom 130:337-364, 2006) addressed the practical problem of forecasting the yield curve by predicting the factors level, slope and curvature in the Nelson-Siegel framework. This paper has two main aims: on the one hand, to investigate the...
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