Bankruptcy Prediction with Industry Effects
From MaRDI portal
Publication:4676174
DOI10.1007/s10679-004-6279-6zbMath1059.91036OpenAlexW3125932636MaRDI QIDQ4676174
Sudheer Chava, Robert A. Jarrow
Publication date: 3 May 2005
Published in: European Finance Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10679-004-6279-6
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (27)
Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity ⋮ Measuring credit risk of individual corporate bonds in US energy sector ⋮ MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS ⋮ Decision-making, risk and corporate governance: a critique of methodological issues in bankruptcy/recovery prediction models ⋮ Cost-sensitive business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach ⋮ Monetary conditions and banks' behaviour in the Czech Republic ⋮ Random survival forests models for SME credit risk measurement ⋮ Machine learning in bank merger prediction: a text-based approach ⋮ Corporate Probability of Default: A Single-Index Hazard Model Approach ⋮ Enterprise credit risk portrait and evaluation from the perspective of the supply chain ⋮ Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S. ⋮ Credit portfolios, credibility theory, and dynamic empirical Bayes ⋮ Semi-Markov migration process in a stochastic market in credit risk ⋮ The development of a simple and intuitive rating system under Solvency II ⋮ Disentangling and assessing uncertainties in multiperiod corporate default risk predictions ⋮ Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions ⋮ Assessing the default risk by means of a discrete-time survival analysis approach ⋮ Restructuring risk in credit default swaps: an empirical analysis ⋮ DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique ⋮ Multiperiod corporate default prediction -- a forward intensity approach ⋮ Decision-making, risk and corporate governance: new dynamic models/algorithms and optimization for bankruptcy decisions ⋮ MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL ⋮ On multiple-class prediction of issuer credit ratings ⋮ Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models ⋮ Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator ⋮ Supplier default dependencies: empirical evidence from the automotive industry ⋮ Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data
This page was built for publication: Bankruptcy Prediction with Industry Effects