1. Assessing sovereign default risk: A bottom-up approach. (2018). Trueck, Stefan ; Truck, Stefan ; Liu, Feng ; Kalotay, Egon.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:70:y:2018:i:c:p:525-542.

   Full description at Econpapers || Download paper

2. Forecasting distress in European SME portfolios. (2016). Grammatikos, Theoharry ; Filipe, Sara Ferreira ; Michala, Dimitra.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:64:y:2016:i:c:p:112-135.

   Full description at Econpapers || Download paper

3. Sovereign and corporate credit risk: Evidence from the Eurozone. (2015). Colla, Paolo ; Bedendo, Mascia.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:33:y:2015:i:c:p:34-52.

   Full description at Econpapers || Download paper

4. Credit Default Swaps: A Survey. (2014). Augustin, Patrick ; Wang, Sarah Qian ; Subrahmanyam, Marti G. ; Tang, Dragon Yongjun.
   In: Foundations and Trends(R) in Finance.
   RePEc:now:fntfin:0500000040.

   Full description at Econpapers || Download paper

5. The role of uncertainty in the euro crisis: A reconsideration of liquidity preference theory. (2012). Pusch, Toralf.
   In: ZÖSS-Discussion Papers.
   RePEc:zbw:cessdp:31.

   Full description at Econpapers || Download paper

References contributed by pfo235-10626

1. Abassi, B. and R. J. Taffler, 1982, "Country Risk: A Model of Economic Performance Related to Debt Servicing Capacity," WP #36, City University Business School, London. Acharya, Viral V., Itamar Drechsler and Philipp Schnabl, "A Pyrrhic Victory? —Bank Bailouts and Sovereign Credit Risk," working paper, NYU Stern School of Business, 2010.
   Paper not yet in RePEc: Add citation now
   
2. Altman, E. I. and E. Hotchkiss, 2006, Corporate Financial Distress and Bankruptcy, 3rd edition, John Wiley & Sons, NY and NJ.
   Paper not yet in RePEc: Add citation now
   

3. Altman, E. I., 1968, "Financial Ratios Discriminant Analysis and the Prediction of Corporate Bankruptcy," Journal of Finance, v. 23, 4, September, 189.

4. Altman, E. I., et al., 2010, "e Z-Metrics™ Methodology for Estimating Company Credit Ratings and Default Risk Probabilities," RiskMetrics Group, NY, June, available from www.riskmetrics.com/Z-Metrics.
   Paper not yet in RePEc: Add citation now
   

5. Babbel, D. F., 1996, "Insuring Sovereign Debt Against Default," World Bank Discussion Papers, #328.

6. Baek, I. A. Bandopadhyaya and C. Du, 2005, "Determinants of Market-Assessed Sovereign Risk: Economic Fundamentals or Market Risk Appetite?" Journal of International Money and Finance, Vol. 24 (4), pp. 533-48.

7. Beers, D., M. Cavanaugh and O. Takahira, 2002, "Sovereign Credit Ratings: A Primer," Standard & Poor’s Corp., NY, April.
   Paper not yet in RePEc: Add citation now
   
8. Bertozi, S., 1996, "An Annotated Bibliography on External Debt Capacity," in D. Babbel’s "Insuring Sovereign Debt Against Default," World Bank Discussion Papers #328.
   Paper not yet in RePEc: Add citation now
   
9. Caouette, J., E. Altman, P. Narayanan and R. Nimmo, 2008, Managing Credit Risk, 2nd edition, John Wiley & Sons, NY.
   Paper not yet in RePEc: Add citation now
   
10. Chambers, W.J., 1997, "Understanding Sovereign Risk," Credit Week, Standard & Poor’s January 1.
    Paper not yet in RePEc: Add citation now
    
11. Cline, W., 1983, "A Logit Model of Debt Restructuring, 1963-1982," Institute for International Economics, WP, June.
    Paper not yet in RePEc: Add citation now
    

12. Feder, G. and R. E. Just, 1977, "A Study of Debt Servicing Capacity Applying Logit Analysis," Journal of Development Economics, 4 (1).

13. Feder, G. R. E. Just and K. Ross, 1981, "Projecting Debt Capacity of Developing Countries," Journal of Financial & Qualitative Analysis, 16 (5).

14. Flynn, D., 2009, "S&P Cuts Greek Debt Rating as Global Crisis Bites," Reuters, January 14.
    Paper not yet in RePEc: Add citation now
    

15. Frank, C. R. and W. R. Cline, 1971, "Measurement of Debt Servicing Capacity: An Application of Discriminant Analysis," Journal of International Economics, 1.

16. Frenkel, M., A. Karmann and B. Scholtens, eds., 2004, "Sovereign Risk and Financial Crises," Heidelberg and New York, Springer, xii, 258.
    Paper not yet in RePEc: Add citation now
    

17. Gennaioli, N., A. Martin and S. Rossi, 2010, "Sovereign Default, Domestic Banks and Financial Institutions," Working Paper, Imperial College, London, July.

18. Gerlach, S., A. Schultz and G. Wolff, 2010, "Banking and Sovereign Risk in the Euro Area," Deutsche Bundesbank, Research Centre, Discussion Paper Series 1: Economic Studies: 2010.

19. Gray, D. F., R. Merton and Z. Bodie, 2006, "A New Framework for Analyzing and Managing Macrofinancial Risk of an Economy," IMF Working Paper, October.
    Paper not yet in RePEc: Add citation now
    

20. Gray, D. F., R. Merton and Z. Bodie, 2007, "Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk," Journal of Investment Management, vol. 5, No. 4, p.1 .Grinols, E., 1976, "International Debt Rescheduling and Discrimination Using Financial Variables," U.S. Treasury Dept., Washington, D.C. Haugh, D., P. Ollivaud and D. Turner, 2009, "What Drives Sovereign Risk Premiums?: An Analysis of Recent Evidence from the Euro Areas," OECD, Economics Department, Working Paper, 718.

21. Hilscher, J. and Y. Nosbusch, 2010, "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Review of Finance, Vol. 14 (2), pp. 235-62. IMF, 2010, "Global Financial Stability Report," Washington, D.C. KMV Corporation, 1999, "Modeling Default Risk," KMV Corporation, R. Crosbie.

22. Krugman, P., 1989, "Financing vs. Forgiving a Debt Overhang: Some Analytical Notes," Journal of International Business Studies, 17.
    Paper not yet in RePEc: Add citation now
    

23. Longstaff, F., J. Pan, L. Pedersen and K. Singleton, 2007, "How Sovereign is Sovereign Credit Risk?," National Bureau of Economic Research, Inc., NBER Working Paper: 13658.

24. Merton, R. C., 1974, "On the Pricing of Corporate Debt: e Risk Structure of Interest Rates," Journal of Finance, 29, May, 449.

25. Neziri, H., 2009, "Can Credit Default Swaps predict Financial Crises?," Journal of Applied Economic Sciences, Volume IV/Issue 1(7).

26. Oshiro, N., Y. Saruwatari, 2005, "Quantification of Sovereign Risk: Using the Information in Equity Market Prices," Emerging Markets Review, Vol. 6 (4), pp. 346-62.

27. Pomerleano, M., 1998, "Corporate Finance Lessons from the East Asian Crisis," Viewpoint, e World Bank Group, Note #155, October.

28. Pomerleano, M., 1999, "e East-Asia Crisis and Corporate Finance – e Untold Micro Study," Emerging Markets Quarterly.

29. Reinhart, Carmen M. and K. Rogoff, 2009, "is Time is Different: Eight Centuries of Financial Folly," Princeton University Press, Princeton, NJ.

30. Remolona, E. M. Scatigna and E. Wu, 2008, "A Ratings-Based Approach to Measuring Sovereign Risk," International Journal of Finance and Economics, Vol. 13 (1), pp. 26-39.

31. Saini, K. and P. Bates, 1978, "Statistical Techniques for Determining Debt Servicing Capacity for Developing Countries: Analytical Review of the Literature and Further Empirical Results," Federal Reserve Bank of New York Research Paper, #7818.
    Paper not yet in RePEc: Add citation now
    

32. Sargen, H., 1977, "Economics Indicators and Country Risk Appraisal," Federal Reserve Bank of San Francisco, Economic Review, Fall.

33. Schmidt, R., 1984, "Early Warning of Debt Rescheduling," Journal of Banking and Finance, 8.

34. Segoviano, B., A. Miguel, C. Caceres and V. Guzzo, 2010, "Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?," IMF Working Paper: 10/120, p. 29.

35. Sgherri, S. and E. Zoli, 2009, "Euro Area Sovereign Risk During the Crisis," International Monetary Fund, IMF Working Papers: 09/222.

36. Smith, R. and I. Walter, 2003, Global Banking, Oxford University Press, London.

37. Trebesch, C., U. Das and M. Papaioannou, 2010, "Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets," IMP Working Paper: October.

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: 2025-09-22 11:07:40 || Missing content? Let us know