References contributed by pfo235-13362
Altman, E.I. (1968) ‘Financial ratios, discriminant analysis and the prediction of corporate bankruptcy’, Journal of Finance, Vol. 23, No. 4, pp.589–611. Altman, E.I. (1993) Corporate Financial Distress and Bankruptcy, 2nd ed., John Wiley and Sons, New York.
- Altman, E.I. and Hotchkiss, E. (2006) Corporate Financial Distress and Bankruptcy, 3rd ed., John Wiley & Sons, New York.
Paper not yet in RePEc: Add citation now
Altman, E.I. and Sabato, G. (2005) ‘Effects of the new Basel capital accord on bank capital requirements for SMEs’, Journal of Financial Services Research, Vol. 28, Nos. 1/2/3, pp.15–42.
- Altman, E.I. and Sabato, G. (2007) ‘Modeling credit risk for SMEs: evidence from the US market’, Abacus, Vol. 43, No. 3, pp.332–357.
Paper not yet in RePEc: Add citation now
- Altman, E.I. and Saunders, A. (1998) ‘Credit risk measurement: developments over the last 20 years’, Journal of Banking and Finance, Vol. 21, pp.1721–1742.
Paper not yet in RePEc: Add citation now
Balcaen, S. and Ooghe, H. (2006) ‘35 years of studies on business failure: an overview of the classic statistical methodologies and their related problems’, The British Accounting Review, Vol. 38, No. 1, pp.63–93.
- Banasik, J., Crook, J. and Thomas, L. (2003) ‘Sample selection bias in credit scoring models’, Journal of the Operational Research Society, Vol. 54, No. 8, pp.822–832.
Paper not yet in RePEc: Add citation now
- Basel Committee on Banking Supervision (2004) International Convergence of Capital Measurement and Capital Standards, Bank of International Settlements.
Paper not yet in RePEc: Add citation now
Beaver, W. (1966) ‘Financial ratios as predictors of failure’, Journal of Accounting Research, Vol. 4, No. 3, pp.71–102.
- Beaver, W.H., McNichols, M.F. and Rhie, J-W. (2005) ‘Have financial statements become less informative? Evidence from the ability of financial ratios to predict bankruptcy’, Review of Accounting Studies, Vol. 10, No. 4, pp.93–122.
Paper not yet in RePEc: Add citation now
Beck, T., Klapper, L.F. and Mendoza, J.C (2010) ‘The typology of partial credit guarantee funds around the world’, Journal of Financial Stability, Vol. 6, No. 4, pp.10–25.
Berger, A.N. and Udell, G.F. (1990) ‘Collateral, loan quality and bank risk’, Journal of Monetary Economics, Vol. 25, pp.21–42.
Bhattacharya, S. and Ritter, J. (1983) ‘Innovation and communications: signaling with partial disclosure’, Review of Economic Studies, Vol. 50, No. 2, pp.331–346.
Boyes, W.J., Hoffman, D.L. and Low, S.A. (1989) ‘An econometric analysis of the bank credit scoring problem’, Journal of Econometrics, Vol. 40, pp.3–14.
Brown, J.R., Fazzari, S.M. and Petersen, B.C. (2009) ‘Financing innovation and growth: cash flow, external equity and the 1990s R&D boom’, The Journal of Finance, Vol. 64, No. 4, pp.151–185.
Carpenter, R. and Petersen, B. (2002) ‘Capital market imperfections, high-tech investment and new equity financing’, Economic Journal, Vol. 112, No. 477, pp.54–72.
Charitou, A., Neophytou, E. and Charalambous, C. (2004) ‘Predicting corporate failure: empirical evidence for the UK’, European Accounting Review, Vol. 13, No. 3, pp.465–497.
- Chen, K.H. and Shimerda, T.A. (1981) ‘An empirical analysis of useful financial ratios’, Financial Management, Spring, Vol. 10, No. 1, pp.51–60.
Paper not yet in RePEc: Add citation now
Columba, F., Gambacorta, L. and Mistrulli, P.E. (2010) ‘Mutual guarantee institutions and small business finance’, Journal of Financial Stability, Vol. 6, No. 1, pp.45–54.
- Cornell, B. and Shapiro, A. (1988) ‘Financing corporate growth’, Journal of Applied Corporate Finance, Vol. 1, No. 2, pp.6–22.
Paper not yet in RePEc: Add citation now
- Courtis, J.K. (1978) ‘Modelling a financial ratios categoric framework’, Journal of Business Finance and Accounting, Vol. 5, No. 4, pp.371–386.
Paper not yet in RePEc: Add citation now
- Green, A. (2003) ‘Credit guarantee schemes for small enterprises: an effective instrument to promote private sector-led growth?’, SME Technical Working Paper No .10, UNIDO, Vienna.
Paper not yet in RePEc: Add citation now
Greene, W.H. (1992) ‘A statistical model for credit scoring’, Working Paper No. EC-92-29, Leonard N. Stern School of Business.
Grunert, J., Norden, L. and Weber, M. (2005) ‘The role of non-financial factors in internal credit ratings’, Journal of Banking and Finance, Vol. 29, No. 1, pp.509–531.
Hall, B.H. (2002) ‘The financing of research and development’, Oxford Review of Economic Policy, Vol. 18, No. 1, pp.35–51.
Hall, B.H., Mairesse, J., Branstetter, L. and Crepon, B. (1999) ‘Does cash flow cause investment and R&D: an exploration using panel data for French, Japanese and United States scientific firms’, in Audretsch, D.B. and Thurik, R. (Eds.): Innovation, Industry Evolution, and Employment, Cambridge University Press, Cambridge, UK.
- Hao, K.Y and Jaffe, A.B. (1993) ‘Effect of liquidity on firm’s R&D spending’, Economics of Innovation and New Technology, Vol. 2, No. 4, pp.275–282.
Paper not yet in RePEc: Add citation now
Himmelberg, C.P. and Petersen, B. (1994) ‘R&D and internal finance: a panel data study of small firms in high tech industries’, Review of Economics and Statistics, Vol. 76, No. 1, pp.38–51.
- Hong, S.K. and So, Y.S. (2010) ‘Support vector machines for default prediction of SMEs based on technology credit’, European Journal of Operational Research, Vol. 201, No. 3, pp.838–846.
Paper not yet in RePEc: Add citation now
Honohan, P. (2010) ‘Partial credit guarantees: principles and practice’, Journal of Financial Stability, Vol. 6, No. 1, pp.1–9.
Jacobson, T. and Roszbach, K. (2003) ‘Bank lending policy, credit scoring and value-at-risk’, Journal of Banking and Finance, Vol. 27, No. 4, pp.615–633.
Jaffee, D.M. and Russell, T. (1976) ‘Imperfect information, uncertainty and credit rationing’, Quarterly Journal of Economics, Vol. 90, No. 4, pp.651–666.
Kahya, E. and Theodossiou, P. (1999) ‘Predicting corporate financial distress: a time-series CUSUM methodology’, Review of Quantitative Finance and Accounting, Vol. 13, No. 4, pp.323–345.
Laitinen, E. (2002) ‘Financial rating of European technology companies: an international comparison’, Journal of Business Finance and Accounting, Vol. 29, No. 7, pp.871–901.
- Laitinen, T. and Kankaanpää, M. (1999) ‘Comparative analysis of failure prediction methods: the Finnish case’, The European Accounting Review, Vol. 8, No. 1, pp.67–92.
Paper not yet in RePEc: Add citation now
Lensberg, T., Eilifsen, A. and McKee, T.E. (2006) ‘Bankruptcy theory development and classification via genetic programming’, European Journal of Operational Research, Vol. 169, No. 2, pp.677–687.
- Lev, B. (2001) ‘Intangibles: management, measurement and reporting’, Brookings Institution Papers.
Paper not yet in RePEc: Add citation now
- Little, R.J.A. and Rubin, D.B. (1987) Statistical Analysis with Missing Data, John Wiley and Sons, New York.
Paper not yet in RePEc: Add citation now
- Mulkay, B., Hall, B.H. and Mairesse, J. (2001) ‘Investment and R&D in France and in the United States’, in Deutsche Bundesbank (Ed.): Investing today for the world of tomorrow, Springer, Berlin, Heidelberg, New York.
Paper not yet in RePEc: Add citation now
Myers, S. and Majluf, N. (1984) ‘Corporate financing and investment decisions when firms have information that investors do not have’, Journal of Financial Economics, Vol. 13, No. 2, pp.187–221.
Ohlson, J. (1980) ‘Financial ratios and the probabilistic prediction of bankruptcy’, Journal of Accounting Research, Vol. 18, No. 1, pp.109–131.
- Platt, H.D. and Platt, M.B. (1990) ‘Development of a class of stable predictive variables: the case of bankruptcy prediction’, Journal of Business Finance and Accounting, Vol. 17, No. 1, pp.31–51.
Paper not yet in RePEc: Add citation now
Satchell, S. and Xia, W. (2008) ‘Analytic models of the ROC curve: applications to credit rating model validation’, in Christodoulakis, C. and Satchell, S. (Eds.): The Analytics of Risk Model Validation, Elsevier Finance, Paris.
Scellato, G. (2007) ‘Patents, firm size and financial constraints: an empirical analysis for a sample of Italian manufacturing firms’, Cambridge Journal of Economics, Vol. 31, No. 1, pp.55–76.
Shumway, T. (2001) ‘Forecasting bankruptcy more accurately: a simple hazard model’, The Journal of Business, Vol. 74, No. 1, pp.101–124.
- Sobehart, J.R., Keenan, S. and Stein, R. (2000) ‘Rating methodology-benchmarking quantitative default risk models: a validation methodology’, Technical Report, Moody’s Investors Service.
Paper not yet in RePEc: Add citation now
Stiglitz, J. and Weiss, A. (1981) ‘Credit rationing in markets with imperfect information’, American Economic Review, Vol. 71, No. 3, pp.393–410.
- Ughetto, E. (2008a) ‘Does finance matter for R&D investment? New evidence from a panel of Italian firms’, Cambridge Journal of Economics, Vol. 32, No. 6, pp.907–925.
Paper not yet in RePEc: Add citation now
Ughetto, E. (2008b) ‘The financing of innovative activities by banking institutions: policy issues and regulatory options’, in Laperche, B. and Uzunidis, D. (Eds.): Powerful Finance and Innovation Trends in a High-Risk Economy, Palgrave Macmillan, Paris.
Van de Ven, W.P.M.M. and Van Pragg, B.M.S. (1981) ‘The demand for deductibles in private health insurance: a probit model with sample selection’, Journal of Econometrics, Vol. 17, pp.229–252.
Zia, B. (2008) ‘Export incentives, financial constraints, and the (Mis)allocation of credit: micro-level evidence from subsidized export loans’, Journal of Financial Economics, Vol. 87, No. 2, pp.498–527.