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The role of financial constraint factors in predicting SME default

Karas, Michal; Režňáková, Mária - In: Equilibrium : quarterly journal of economics and … 16 (2021) 4, pp. 859-883

Persistent link: https://www.econbiz.de/10012798670

Liquidity Yield and Exchange Rate Predictability

Chen, Shiu‐Sheng - 2020

In this paper, we extend the Taylor rule model of exchange rate determination by incorporating the liquidity yield on … government bonds and investigate exchange rate predictability. We find that the liquidity yield on government bonds delivers …-sample and out-of-sample tests. In particular, the model with liquidity yield exhibits superior predictive power after the …

Persistent link: https://www.econbiz.de/10012837259

Distressed Firm and Bankruptcy Prediction in an International Context : A Review and Empirical Analysis of Altman's Z-Score Model

Altman, Edward I. - 2014

The purpose of this paper is firstly to review the literature on the efficacy and importance of the Altman Z-Score bankruptcy prediction model globally and its applications in finance and related areas. This review is based on an analysis of 33 scientific papers published from the year 2000 in...

Persistent link: https://www.econbiz.de/10013040473

Turnaround Prediction Model with Content Dimension on Financial Distressed Firms

Submitter, GATR Journals - 2021

Objective - This article aims to examine the influence of content dimensions of Organization Change Theory, such as CEO Expertise, Free Assets, Debt to Equity Ratio and Growth of Sales, on a company's turnaround ability when it is experiencing financial distress. The companies examined are...

Persistent link: https://www.econbiz.de/10013223165

Altman’s Z-Score Models of Predicting Corporate Distress : Evidence from the Emerging Sri Lankan Stock Market

Samarakoon, Lalith P. - 2010

This study investigates the ability of three versions of Altman's Z-Score model (Z, Z', and Z”) of distress prediction developed in the U.S. to predict the corporate distress in the emerging market of Sri Lanka. The results show that these models have a remarkable degree of accuracy in...

Persistent link: https://www.econbiz.de/10013152873

Modeling and forecasting currency in circulation for liquidity management in Nigeria

Ikoku, Alvan - In: CBN journal of applied statistics 5 (2014) 1, pp. 79-104

This paper presents forecasts of currency in circulation prepared for liquidity management at the Central Bank of …

Persistent link: https://www.econbiz.de/10011474285

Group affiliation and default prediction

Beaver, William H.; Cascino, Stefano; Correia, Maria; … - 2018

Using a large sample of business groups from more than one hundred countries around the world, we show that group information matters for parent and subsidiary default prediction. Group firms may support each other when in financial distress. Potential group support represents an off-balance...

Persistent link: https://www.econbiz.de/10011864989

Zur Qualität professioneller Wechselkursprognosen

Schmidt, Robert - 2003

Die Berücksichtigung der zukünftigen Entwicklung des Wechselkurses ist sowohl für internationale Unternehmen als auch für international tätige Investoren unabdingbar. Allerdings ist die Erstellung von Wechsel- kursprognosen schwierig, da bis zum heutigen Zeitpunkt kein allgemein anerkanntes...

Persistent link: https://www.econbiz.de/10010305747

Zur Qualität professioneller Wechselkursprognosen

Schmidt, Robert - 2003

Persistent link: https://www.econbiz.de/10001779696

Long Horizon Predictability of Exchange Rates : Is it for Real?

Groen, Jan J. - 1999

This paper reexamines recent results on the predictability of nominal exchange rate returns by means of fundamental models. Using a monthly sample of the post-Bretton Woods period we show that the in-sample fit between long-horizon exchange rate returns and various models is not significant if...

Persistent link: https://www.econbiz.de/10014184338