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Assessment of the bankruptcy risk based on the solvency ratio
Brîndescu-Olariu, Daniel - In: Theoretical and applied economics : GAER review 23 (2016) 3, pp. 257-266
Persistent link: https://www.econbiz.de/10011565060
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Macroeconomic forces, systematic risk, and financial variables : an empirical investigation
Young, Saul David (contributor) - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 559-564
Persistent link: https://www.econbiz.de/10001119155
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Non-statistical methods of analysing of bankruptcy risk
Pisula, Tomasz; Mentel, Grzegorz; Brożyna, Jacek - In: Folia oeconomica Stetinensia : FOS 15 (2015) 1, pp. 7-21
Persistent link: https://www.econbiz.de/10011625463
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Is the distance to default a good measure in predicting bank failures? : case studies
Harada, Kimie; Itō, Takatoshi; Takahashi, Shuhei - 2010
"This paper examines the movements of the Distance to Default (DD), a market-based measure of corporate default risk, of eight failed Japanese banks in order to evaluate the predictive power of the DD measure for bank failures. The DD became smaller in anticipation of failure in many cases. The...
Persistent link: https://www.econbiz.de/10003990927
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A survey on deep learning for financial risk prediction
Peng, Kuashuai; Guofeng, Yan - In: Quantitative finance and economics 5 (2021) 4, pp. 716-737
Persistent link: https://www.econbiz.de/10013494096
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Play for time when the ship is threatening to sink? : voluntary disclosure choices under going concern uncertainty
Desai, Hrishikesh; Schaupp, Daniel Norbert - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 1, pp. 76-95
Persistent link: https://www.econbiz.de/10014489081
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The value of monitoring risk averse agents in teams
Hyde, Charles E. - 2000
Persistent link: https://www.econbiz.de/10001477692
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Das Risikoanalysesystem des Unternehmens als Gegenstand der Abschlußprüfung
Siepe, Günter - In: Rechnungslegung und Prüfung ... : Vorträge der Jahre … (1994), pp. 235-265
Persistent link: https://www.econbiz.de/10001166214
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An optimal early warning system for currency crises under model uncertainty
Abdelsalam, Mamdouh Abdelmoula Mohamed; Abdel-Latif, Hany - In: Central Bank review / Central Bank of the Republic of Turkey 20 (2020) 3, pp. 99-107
averaging (DMA) approaches to combine forecast from individual models allowing for time-varying weights. Taking Egypt as a case … study and focusing only on currency crises, our findings show that combined forecast (EW- and DMA-based EWS), to account for …
Persistent link: https://www.econbiz.de/10012311939
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An optimal early warning system for currency crises under model uncertainty
Abdelsalama, Mamdouh Abdelmoula M.; Abdel-Latif, Hany - 2019
Persistent link: https://www.econbiz.de/10012059792