1. Debt rollover-induced local volatility model. (2019). Sokolinskiy, Oleg.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0736-3.

   Full description at Econpapers || Download paper

2. Technical, environmental and eco-efficiency measurement for supplier selection: An extension and application of data envelopment analysis. (2015). Saen, Reza Farzipoor ; Mahdiloo, Mahdi ; Lee, Ki-Hoon.
   In: International Journal of Production Economics.
   RePEc:eee:proeco:v:168:y:2015:i:c:p:279-289.

   Full description at Econpapers || Download paper

3. Internal liquidity risk, financial bullwhip effects, and corporate bond yield spreads: Supply chain perspectives. (2013). Chen, Tsung-Kang ; Kuo, Hui-Ju ; Liao, Hsien-Hsing.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:7:p:2434-2456.

   Full description at Econpapers || Download paper

1. Altman EI (1968) Financial ratios, discriminant analysis, and the prediction of corporate bankruptcy. J Financ 23:589–609.

2. Beaver WH (1966) Financial ratios as predictors of failure. J Account Res 4:71–111.

3. Beaver WH (1968a) Alternative accounting measures as predictors of failure. Account Rev 43:113–122.
   Paper not yet in RePEc: Add citation now
   
4. Beaver WH (1968b) Market prices, financial ratios, and the prediction of failure. J Account Res 6:179–192.
   Paper not yet in RePEc: Add citation now
   

5. Black F, Cox JC (1976) Valuing corporate securities: some effects of bond indenture provisions. J Finance 31:351–367.

6. Blume ME, Lim F, Mackinlay AC (1998) The declining credit quality of U.S. corporate debt: myth or reality? J Financ 53:1389–1413.

7. Butera G, Faff R (2006) An integrated multi-model credit rating system for private firms. Rev Quant Financ Acc 27:311–340.

8. Chen TK, Liao HH, Lu CW (2009) Internal liquidity risk in corporate bond yield spreads: bond and market level evidences. Working Paper .
   Paper not yet in RePEc: Add citation now
   

9. Collin-Dufresne P, Goldstein R (2001) Do credit spreads reflect stationary leverage ratios? J Financ 56:1929–1957.

10. Duffee GR (1999) Estimating the price of default risk. Rev Financ Stud 12:197–225.

11. Duffie D, Saita L, Wang K (2007) Multi-period corporate failure prediction with stochastic covariates. J Financ Econ 83:635–665.
    Paper not yet in RePEc: Add citation now
    

12. Duffie D, Singleton KJ (1999) Modeling the term structures of defaultable bonds. Rev Financ Stud 12:687–720.

13. Geske R (1977) The valuation of corporate liabilities as compound options. J Financ Quant Analysis 12:541–552.

14. Hankin JA, Seidner AG, Zietlow JT (1998) Financial management for nonprofit organizations. Wiley, New York.
    Paper not yet in RePEc: Add citation now
    
15. Hillegeist SA, Keating EK, Cram DP, Lundstedt KG (2004) Assessing the probability of bankruptcy. Rev Acc Stud 9:5–34.
    Paper not yet in RePEc: Add citation now
    

16. Hull J, White A (1995) The impact of default risk on the prices of options and other derivative securities. J Bank Financ 19:299–322.

17. Jarrow RA, Turnbull SM (1995) Pricing derivatives on financial securities subject to credit risk. J Financ 50:53–86.

18. Jarrow RA, Turnbull SM, Lando D (1997) A Markov Model for the term structure of credit risk spreads. Rev Financ Stud 10:481–523.

19. Jones E, Mason S, Rosenfeld E (1984) Contingent claims analysis of corporate capital structures: an empirical investigation. J Financ 39:611–627.

20. Kane GD, Velury U, Richardson FM (2006) The relevance of stock and flow-based reporting information in assessing the likelihood of emergence from corporate financial distress. Rev Quant Financ Acc 26:5–22.

21. Kim IJ, Sundaresan SM, Ramaswamy K (1993) Does default risk in coupons affect the valuation of corporate bonds? A contingent claims model. Financ Manag 22:117–131.

22. Lando D (1998) On cox processes and credit risky securities. Rev Deriv Res 2:99–120.
    Paper not yet in RePEc: Add citation now
    

23. Leland H, Toft K (1996) Optimal capital structure, endogenous bankruptcy, and the term structure of credit spreads. J Financ 51:987–1019.

24. Litterman R, Iben T (1991) Corporate bond valuation and the term structure of credit spreads. J Portfolio Manag 17:52–64.
    Paper not yet in RePEc: Add citation now
    

25. Longstaff F, Schwartz E (1995) A simple approach to valuing risky fixed and floating rate debt. J Financ 50:789–819.

26. McQuown JA (1997) Market versus accounting-based measures of default risk. Irwin Professional Publishing, Chicago.
    Paper not yet in RePEc: Add citation now
    

27. Merton RC (1974) On the pricing of corporate debt: the risk structure of interest rates. J Financ 29:449–470.

28. Ohlson J (1980) Financial ratios and the probabilistic prediction of bankruptcy. J Account Res 19:109–131.

29. Shumway T (2001) Forecasting bankruptcy more accurately: a simple hazard model. J Bus 74:101–124.

30. Turetsky HF, McEwen RA (2001) An empirical investigation of firm longevity: a model of the ex ante predictors of financial distress. Rev Quant Financ Acc 16:323–343.

31. Unal H, Madan D, Güntay L (2003) Pricing the risk of recovery in default with APR valuation. J Bank Financ 27:1001–1025.

32. Vasicek O (1997) An equilibrium characterization of the term structure. J Financ Econ 5:177–188.
    Paper not yet in RePEc: Add citation now
    

33. Wang AT, Yang SY (2007) A simplified firm value-based risky discount bond pricing model. Rev Pacific Basin Financ Markets Policies 10:445–468.

34. Yu F (2005) Accounting transparency and the term structure of credit spreads. J Financ Econ 75:53–84.

1. .

   Full description at Econpapers || Download paper

2. Estimating the Bankruptcy Probability of Manufacturing Companies Considering Macroeconomic Conditions. (2022). Bekirova, Olga A ; Zubarev, Andrey V.
   In: Russian Economic Development.
   RePEc:gai:recdev:r22101.

   Full description at Econpapers || Download paper

3. Default Prediction for Housing and Utilities Management Firms Using Non-Financial Data. (2022). Tarasova, Yulia A ; Afanasev, Vladislav V.
   In: Finansovyj žhurnal — Financial Journal.
   RePEc:fru:finjrn:220606:p:91-110.

   Full description at Econpapers || Download paper

4. Using Market Indicators to Refine Estimates of Corporate Bankruptcy Probabilities. (2022). Leonteva, Daria S.
   In: Finansovyj žhurnal — Financial Journal.
   RePEc:fru:finjrn:220605:p:74-90.

   Full description at Econpapers || Download paper

5. Financial Auditing During Crisis: Assessing and Reporting Fraud and Going Concern Risk in Lebanon. (2022). Najem, Reine ; Feghali, Khalil ; Metcalfe, Beverly Dawn.
   In: Journal of Accounting and Management Information Systems.
   RePEc:ami:journl:v:21:y:2022:i:4:p:575-603.

   Full description at Econpapers || Download paper

6. Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis ; Ippolito, Filippo.
   In: Economics Working Papers.
   RePEc:upf:upfgen:1497.

   Full description at Econpapers || Download paper

7. Bank Acquisitiveness and Financial Crisis Vulnerability. (2016). Dowling, Michael ; Lilti, Jean-Jacques ; Saqib, Aziz .
   In: Post-Print.
   RePEc:hal:journl:halshs-01360952.

   Full description at Econpapers || Download paper

8. Bank Acquisitiveness and Financial Crisis Vulnerability. (2016). Lilti, Jean-Jacques ; Aziz, Saqib ; Dowling, Michael.
   In: Post-Print.
   RePEc:hal:journl:hal-01393953.

   Full description at Econpapers || Download paper

9. Do strong corporate governance firms still require political connection, and vice versa?. (2015). Lin, Chih-Yung ; Wang, Yu-Chun ; Shen, Chung-Hua.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:39:y:2015:i:c:p:107-120.

   Full description at Econpapers || Download paper

10. The effects and applicability of financial media reports on corporate default ratings. (2015). Wei, Yu-Chen ; Lu, Yang-Cheng ; Chang, Tsang-Yao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:36:y:2015:i:c:p:69-87.

    Full description at Econpapers || Download paper

11. Corporate governance characteristics and default prediction modeling for small enterprises. An empirical analysis of Italian firms. (2015). Ciampi, Francesco.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:68:y:2015:i:5:p:1012-1025.

    Full description at Econpapers || Download paper

12. Financial distress, outside directors and corporate tax aggressiveness spanning the global financial crisis: An empirical analysis. (2015). Lanis, Roman ; Richardson, Grant ; Taylor, Grantley.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:112-129.

    Full description at Econpapers || Download paper

13. Explaining the default risk anomaly by the two-beta model. (2015). Wang, Kai-Li ; Hsu, Junming ; Yeh, Chung-Ying ; Lin, Che-Hui .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:30:y:2015:i:c:p:16-33.

    Full description at Econpapers || Download paper

14. How much is too much? Debt capacity and financial flexibility. (2014). Immenkotter, Philipp ; Hess, Dieter.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1403.

    Full description at Econpapers || Download paper

15. Soft Information and Default Prediction in Cooperative and Social Banks. (2014). CORNEE, Simon.
    In: Economics Working Paper Archive (University of Rennes & University of Caen).
    RePEc:tut:cremwp:201402.

    Full description at Econpapers || Download paper

16. Modèle d’alerte des crises bancaires basé sur une approche bayésienne. (2014). Zaghdoudi, Taha.
    In: MPRA Paper.
    RePEc:pra:mprapa:69262.

    Full description at Econpapers || Download paper

17. Forecasting Distress in European SME Portfolios. (2014). Michala, Dimitra ; Grammatikos, Theoharry ; Filipe, Sara Ferreira.
    In: MPRA Paper.
    RePEc:pra:mprapa:53572.

    Full description at Econpapers || Download paper

18. Pricing Default Risk: The Good, The Bad, and The Anomaly. (2014). Michala, Dimitra ; Grammatikos, Theoharry ; Filipe, Sara Ferreira.
    In: MPRA Paper.
    RePEc:pra:mprapa:53373.

    Full description at Econpapers || Download paper

19. Forecasting New Zealand Corporate Failures 2001–10: Opportunity Lost?. (2014). Chan, Yi Chiann ; Peursem, Karen .
    In: Australian Accounting Review.
    RePEc:bla:ausact:v:24:y:2014:i:3:p:276-288.

    Full description at Econpapers || Download paper

20. The Behaviour of Earnings, Accruals and Impairment Losses of Failed New Zealand Finance Companies. (2014). Kabir, Humayun M. ; Laswad, Fawzi.
    In: Australian Accounting Review.
    RePEc:bla:ausact:v:24:y:2014:i:3:p:262-275.

    Full description at Econpapers || Download paper

21. Analyzing the role of mutual guarantee societies on bank capital requirements for small and medium-sized enterprises. (2013). Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio ; Briozzo, Anahi.
    In: Journal of Economic Policy Reform.
    RePEc:taf:jpolrf:v:16:y:2013:i:2:p:142-159.

    Full description at Econpapers || Download paper

22. Modeling reasons for Russian bank license withdrawal: Unaccounted factors. (2013). Peresetsky, Anatoly.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0209.

    Full description at Econpapers || Download paper

23. La muestra de empresas en los modelos de predicción del fracaso: influencia en los resultados de clasificación || The Sample of Firms in Business Failure Prediction Models: Influence on Classification. (2013). Mures-Quintana, Maria-Jesus ; Garcia-Gallego, Ana .
    In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.
    RePEc:pab:rmcpee:v:15:y:2013:i:1:p:133-150.

    Full description at Econpapers || Download paper

24. CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN. (2013). Restaino, Marialuisa ; Amendola, Alessandra ; Sensini, Luca.
    In: Global Economic Observer.
    RePEc:ntu:ntugeo:vol1-iss2-13-131.

    Full description at Econpapers || Download paper

25. Predicting the Past: Understanding the Causes of Bank Distress in the Netherlands in the 1920s. (2013). Fliers, Philip ; Colvin, Christopher ; de Jong, Abe.
    In: Working Papers.
    RePEc:hes:wpaper:0035.

    Full description at Econpapers || Download paper

26. Paraconsistent and fuzzy logic applied to company profitability analysis. (2013). Santos, Andre ; Dill, Rodrigo P. ; da Costa, Newton ; Andre A. P. Santos, .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00129.

    Full description at Econpapers || Download paper

27. What has been the impact of the 2008 crisis on firms default? (in French).. (2013). Kremp, Elisabeth ; Horny, Guillaume ; FOUGERE, DENIS ; GOLFIER, C..
    In: Working papers.
    RePEc:bfr:banfra:463.

    Full description at Econpapers || Download paper

28. ABOUT POSSIBILITY OF USAGE METHODOLOGICAL APPROACHES TO BANKRUPTCY PREDICTION. (2013). Druzin, Ruslan .
    In: Studies and Scientific Researches. Economics Edition.
    RePEc:bac:fsecub:13-18-21.

    Full description at Econpapers || Download paper

29. Scaling of Growth Rate Volatility for Six Macroeconomic Variables. (2012). Njavro, Mato ; Stanley, Eugene H. ; Horvatic, Davor ; Podobnik, Boris.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:242.

    Full description at Econpapers || Download paper

30. Equity-Holding Institutional Lenders: Do they Receive Better Terms?. (2012). Weisbach, Michael ; Lim, Jongha ; Minton, Bernadette A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17856.

    Full description at Econpapers || Download paper

31. Do private equity owners increase risk of financial distress and bankruptcy?. (2012). Tykvova, Tereza ; Borell, Mariela .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:18:y:2012:i:1:p:138-150.

    Full description at Econpapers || Download paper

32. Your Governance or Mine?. (2011). Scott, Tom ; Kean, Stephen ; Grosse, Matthew ; Ferguson, Andrew.
    In: Australian Accounting Review.
    RePEc:bla:ausact:v:21:y:2011:i:4:p:406-417.

    Full description at Econpapers || Download paper

33. Determinants of Financial Ratio Disclosure Patterns of Australian Listed Extractive Companies. (2011). Tower, Greg ; Taylor, Grantley.
    In: Australian Accounting Review.
    RePEc:bla:ausact:v:21:y:2011:i:3:p:302-314.

    Full description at Econpapers || Download paper

34. Predicting the Failure of Developmental Gold Mining Projects. (2011). Kean, Stephen ; Clinch, Greg ; Ferguson, Andrew.
    In: Australian Accounting Review.
    RePEc:bla:ausact:v:21:y:2011:i:1:p:44-53.

    Full description at Econpapers || Download paper

35. An option theoretic model for ultimate loss-given-default with systematic recovery risk and stochastic returns on defaulted debt. (2011). Jacobs, Jr Michael.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-12.

    Full description at Econpapers || Download paper

36. Financial restatements and corporate governance among Malaysian listed companies. (2010). Abdullah, Shamsul Nahar ; Nor Zalina Mohamad Yusof, ; Mohamad Naimi Mohamad Nor, .
    In: Managerial Auditing Journal.
    RePEc:eme:majpps:v:25:y:2010:i:6:p:526-552.

    Full description at Econpapers || Download paper

37. Working capital, profitability, liquidity and solvency of healthcare insurance companies. (2010). Nossa, Valcemiro ; Andre Luiz de Souza Guimarães, .
    In: Brazilian Business Review.
    RePEc:bbz:fcpbbr:v:7:y:2010:i:2:p:37-59.

    Full description at Econpapers || Download paper

38. The Value Relevance of Earnings and Nonearnings Information in Regulated and Deregulated Markets: The Case of the Airline Industry. (2009). El-Gazzar, Samir ; Finn, Philip ; Tang, Charles .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:15:y:2009:i:1:p:88-101:10.1007/s11294-008-9196-1.

    Full description at Econpapers || Download paper

39. Transitional Progress and Business Challenges. (2008). Foo, Jennifer ; Witkowska, Dorota.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:14:y:2008:i:2:p:215-227:10.1007/s11294-008-9136-0.

    Full description at Econpapers || Download paper

40. Fraudulent financial reporting detection and business failure prediction models: a comparison. (2008). Liou, Fen-May .
    In: Managerial Auditing Journal.
    RePEc:eme:majpps:v:23:y:2008:i:7:p:650-662.

    Full description at Econpapers || Download paper

41. Going concern modifications, CPA firm size, and the Enron effect. (2008). Nogler, George E..
    In: Managerial Auditing Journal.
    RePEc:eme:majpps:v:23:y:2008:i:1:p:51-67.

    Full description at Econpapers || Download paper

42. Multiclass Corporate Failure Prediction by Adaboost.M1. (2007). Rubio, Noelia Garcia ; Martinez, Matias Gamez ; Cortes, Esteban Alfaro .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:13:y:2007:i:3:p:301-312:10.1007/s11294-007-9090-2.

    Full description at Econpapers || Download paper

43. Fundamentals-Based Estimation of Default Probabilities - A Survey. (2006). Chan-Lau, Jorge.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/149.

    Full description at Econpapers || Download paper

44. Financial distress of companies in Poland. (2004). Gruszczyński, Marek ; Gruszczynski, Marek .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:10:y:2004:i:4:p:249-256:10.1007/bf02295137.

    Full description at Econpapers || Download paper

45. Binary choice models and corporate takeover. (2003). Espahbodi, Pouran.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:4:p:549-574.

    Full description at Econpapers || Download paper

46. Bankruptcy risk and productive efficiency in manufacturing firms. (2003). Becchetti, Leonardo ; Sierra, Jaime.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:11:p:2099-2120.

    Full description at Econpapers || Download paper

47. SIMULTANEOUS DETERMINATION OF INVENTORIES AND ACCOUNTS RECEIVABLE. (2002). Mehar, Muhammad Ayub.
    In: MPRA Paper.
    RePEc:pra:mprapa:361.

    Full description at Econpapers || Download paper

48. A simulation model of corporate finances: A study of the companies listed on Karachi stock exchange. (2001). Mehar, Muhammad Ayub.
    In: MPRA Paper.
    RePEc:pra:mprapa:443.

    Full description at Econpapers || Download paper

49. Exploring the Seeds of Organisational Decline. (1996). Adler, Ralph W..
    In: Australian Accounting Review.
    RePEc:bla:ausact:v:6:y:1996:i:12:p:24-36.

    Full description at Econpapers || Download paper

50. Predicting Corporate Failure Using Publicly Available Information. (1994). Constable, Jason J. ; Woodliff, David R..
    In: Australian Accounting Review.
    RePEc:bla:ausact:v:4:y:1994:i:7:p:13-27.

    Full description at Econpapers || Download paper

Report date: 2025-09-18 07:18:58 || Missing content? Let us know