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37. Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework. (2015). Xu, Bing ; Mousavi, Mohammad M ; Ouenniche, Jamal.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:64-75.

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38. “Forward Looking Banking Stress in EMU Countries”. (2014). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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39. Predicting distress in European banks. (2014). Sarlin, Peter ; Peltonen, Tuomas ; Opric, Silviu ; Betz, Frank.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:225-241.

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40. Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test. (2014). Agarwal, Vineet ; Bauer, Julian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:432-442.

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41. Bank competition and financial stability in Asia Pacific. (2014). Molyneux, Philip ; Lin, Yongjia ; Fu, Xiaoqing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:38:y:2014:i:c:p:64-77.

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42. Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes. (2014). Kanas, Angelos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:244-258.

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43. The characteristics of changes in construction companies to become insolvent by size following macroeconomic fluctuations. (2013). Kwon, Taein ; Lee, Sanghyo ; Kim, Jaejun.
    In: E3 Journal of Business Management and Economics..
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44. Alternative bankruptcy prediction models using option-pricing theory. (2013). Lambertides, Neophytos ; Trigeorgis, Lenos ; Dionysiou, Dionysia ; Charitou, Andreas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2329-2341.

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45. Product market competition and credit risk. (2013). Huang, Hsing-Hua ; Lee, Han-Hsing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:324-340.

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46. The impact of diverse measures of default risk on UK stock returns. (2013). Hill, Paul A ; Chen, Jie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5118-5131.

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47. Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks. (2013). Takahashi, Shuhei ; Ito, Takatoshi ; Harada, Kimie.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:27:y:2013:i:c:p:70-82.

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48. Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Wilson, Nicholas ; Tinoco, Mario Hernandez.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

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49. Predicting distress in European banks. (2013). Sarlin, Peter ; Peltonen, Tuomas ; Oprica, Silviu ; Betz, Frank.
    In: Working Paper Series.
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50. On the prediction of corporate financial distress in the light of the financial crisis: empirical evidence from Greek listed firms. (2013). Charalambakis, Evangelos.
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51. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Samaniego-Medina, Reyes ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio.
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52. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; CARDONE RIPORTELLA, CLARA ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara.
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53. Multi-period credit default prediction with time-varying covariates.. (2011). Orth, Walter .
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54. Assessing bankruptcy prediction models via information content of technical inefficiency. (2011). Hwang, Ruey-Ching ; Siao, Jhao-Siang ; Chung, Huimin.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:36:y:2011:i:3:p:263-273.

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55. The predictive ability of “conservatism” and “governance” variables in corporate financial disclosures. (2011). Ren, Yun ; Dong, Yinan ; Smith, Malcolm.
    In: Asian Review of Accounting.
    RePEc:eme:arapps:v:19:y:2011:i:2:p:171-185.

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56. The term structure of banking crisis risk in the United States: A market data based compound option approach. (2011). Eichler, Stefan ; Maltritz, Dominik ; Karmann, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:4:p:876-885.

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57. Dynamic analysis of the business failure process: A study of bankruptcy trajectories. (2010). du Jardin, Philippe ; Severin, Eric.
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58. Is hazard or probit more accurate in predicting financial distress? Evidence from U.S. bank failures. (2010). Cole, Rebel ; Wu, Qiongbing.
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59. A compound option approach to model the interrelation between banking crises and country defaults: The case of Hungary 2008. (2010). Maltritz, Dominik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:3025-3036.

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60. Is the diversification discount caused by the book value bias of debt?. (2010). Muller, Sebastian ; Glaser, Markus.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:10:p:2307-2317.

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61. A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach. (2010). Miu, Peter ; Li, Ming-Yuan Leon.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:4:p:818-833.

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62. Bankruptcy prediction models: How to choose the most relevant variables?. (2009). du Jardin, Philippe.
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    RePEc:pra:mprapa:44380.

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63. Accounting-based versus market-based cross-sectional models of CDS spreads. (2009). Sarin, Atulya ; Das, Sanjiv ; Hanouna, Paul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:719-730.

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