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Does accounting conservatism reduce default risk? : evidence from Taiwan

Kuo, Chen-Yin - In: International journal of economics and financial issues … 8 (2018) 4, pp. 227-242

Persistent link: https://www.econbiz.de/10011979570

Pelizza, Michela; Schenk-Hoppé, Klaus Reiner - In: Journal of risk and financial management : JRFM 13 (2020) 2/31, pp. 1-14

Our paper forecasts the expected recovery rates of defaulted Italian mortgage loans backed by either residential or commercial real estate. We apply an exponential Ornstein–Uhlenbeck process to model the price dynamics at the provincial and regional level, and two haircut models to estimate the...

Persistent link: https://www.econbiz.de/10012173855

Comparison of prediction models applied in economic recession and expansion

Camska, Dagmar; Klecka, Jiri - In: Journal of risk and financial management : JRFM 13 (2020) 3/52, pp. 1-16

, three industry branches are under examination. Enterprises falling under Manufacture of metal products, Machinery, and … the expansion phase. Similar results are achieved for both healthy and insolvent enterprises. The paper highlights …

Persistent link: https://www.econbiz.de/10012174116

Failure prediction of Indian Banks using SMOTE, Lasso regression, bagging and boosting

Shrivastava, Santosh Kumar; Jeyanthi, P. Mary; Oberoi, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-17

Banks have a vital role in the financial system and its survival is crucial for the stability of the economy. This research paper attempts to create an efficient and appropriate predictive model using a machine learning approach for an early warning system of bank failure. This paper uses data...

Persistent link: https://www.econbiz.de/10012219373

Do generic strategy and productivity help detect corporate retail bankruptcy risk?

Subanidja, Steph; Sri Wahyuni; Lestari, Melda; Elu, … - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 21 (2020) 1, pp. 302-313

Recently, there have been several retail companies experiencing bankruptcy. Many studies on bankruptcy risk are more …. The study aims to investigate the effect of generic strategy, as well as productivity, on bankruptcy. The study is …

Persistent link: https://www.econbiz.de/10012225246

Financial distress in Indian aviation industry : investigation using bankruptcy prediction models

Shome, Samik; Verma, Sushma - In: Eurasian journal of business and economics : EJBE 13 (2020) 25, pp. 91-109

Persistent link: https://www.econbiz.de/10012225649

Are corporate bond defaults contagious across sectors?

Ellis, Colin - In: International Journal of Financial Studies : open … 8 (2020) 1/1, pp. 1-17

Corporate bond defaults in different sectors often increase suddenly at roughly similar times, although some sectors see default rates jump earlier than others. This could reflect contagion among sectors-specifically, defaults in one sector leading to credit stresses in other sectors of the...

Persistent link: https://www.econbiz.de/10012168967

A quantitative analysis of risk premia in the corporate bond market

Cecchetti, Sara - In: Journal of risk and financial management : JRFM 13 (2020) 1/3, pp. 1-33

Measures of corporate credit risk incorporate compensation for unpredictable future changes in the credit environment and compensation for expected default losses. Since the launch of purchases of government securities and corporate securities by the European Central Bank, it has been discussed...

Persistent link: https://www.econbiz.de/10012173339

An ensemble classifier-based scoring model for predicting bankruptcy of Polish companies in the Podkarpackie Voivodeship

Pisula, Tomasz - In: Journal of risk and financial management : JRFM 13 (2020) 2/37, pp. 1-35

properties) that can be applied in practice to assess the risk of bankruptcy of enterprises in various sectors. For the data … bankruptcy by using ensemble classifiers. The main goal of the research was to develop a scoring model (with good classification … sample, which included 1739 Polish businesses (of which 865 were bankrupt and 875 had no risk of bankruptcy), a genetic …

Persistent link: https://www.econbiz.de/10012173703

A comprehensive review of corporate bankruptcy prediction in Hungary

Kristóf, Tamás; Virág, Miklós - In: Journal of risk and financial management : JRFM 13 (2020) 2/35, pp. 1-20

researches of corporate bankruptcy prediction, laying emphasis on the 30-year development history of Hungarian empirical results …. In ex-socialist countries corporate bankruptcy prediction became possible more than 20 years later compared to the … western countries, however, based on the historical development of corporate bankruptcy prediction after the political system …

Persistent link: https://www.econbiz.de/10012173722