SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Company Accounts-Based Modelling of Business Failures and the Implications for Financial Stability
6 references·16 citing·45 second hop
Company Accounts-Based Modelling of Business Failures and the Implications for Financial Stability (2004)Company Accounts-Based Modelling of Busin…Identifying failing companies: a re-evaluation of the logit, probit and DA approaches (1999)Identifying failing companies…Inflation, Bankruptcy, Default Premia and the Stock Market (1986)Inflation, Bankruptcy, Defaul…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…Analysis of default risk in microfinance institutions under the Basel III framework (2021)Analysis of default risk in m…An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression (2021)An Optimal Model of Financial…Determinants and Predictors of SMEs’ Financial Failure: A Logistic Regression Approach (2020)Determinants and Predictors o…Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland (2017)Macro Stress Testing with a M…To What Extent Does the Interest Burden Affect Firm Survival? Evidence from a Panel of UK Firms during the Recent Financial Crisis (2015)To What Extent Does the Inter…FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? (2015)FIRM SURVIVAL, UNCERTAINTY, A…Prediction of Financial Distress Companies in the Trading and Services Sector in Malaysia Using Macroeconomic Variables (2014)Prediction of Financial Distr…Financial Health, Exports and Firm Survival: Evidence from UK and French Firms (2014)Financial Health, Exports and…Private Equity, Buy‐outs and Insolvency Risk (2013)Private Equity, Buy‐outs and …Macroeconomic Fluctuations and Corporate Financial Fragility (2011)Macroeconomic Fluctuations an…Development of a Financial Health Indicator Based on Companies’ Annual Accounts (2011)Development of a Financial He…Firm survival and financial development: Evidence from a panel of emerging Asian economies (2010)Firm survival and financial d…The influence of the business cycle on bankruptcy probability (2006)The influence of the business…Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics (2006)Credit Risk Drivers: Evaluati…Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics (2006)Credit Risk Drivers: Evaluati…A comparative analysis of macro stress-testing methodologies with application to Finland (2005)A comparative analysis of mac…A Theory of Optimal Capital Structure (1976)Inflation, Rational Valuation and the Market (1979)Limited-Dependent and Qualitative Variables in Econometrics (1983)Reasons for insolvency amongst small firms ? A review and fresh evidence (1992)Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks (2002)The Political Sources of Systematic Investment Risk: Lessons from a Consensus Democracy (2009)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Runs, Deposit Insurance, and Liquidity (1983)Coherent Measures of Risk (1999)The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application (2009)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Macroeconomic and Bank-Specific Determinants of Non-Performing Loans: Evidence from Nepalese Banking System (2018)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Monitoring mechanisms and financial distress of public listed companies in Malaysia (2017)Corporate Bankruptcy Prediction Model, a Special Focus on Listed Companies in Kenya (2020)Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models (2024)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Determinants of corporate borrowing (1977)Investment Under Uncertainty. (1994)Risk and Valuation of Collateralized Debt Obligations (2001)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Common Failings: How Corporate Defaults Are Correlated (2007)Econometric Analysis of Cross Section and Panel Data (2001)Market Conditions, Default Risk and Credit Spreads (2008)Loan growth and riskiness of banks (2010)The effects of liquidity risk and credit risk on bank stability: Evidence from the MENA region (2017)Econometric Analysis of Panel Data (2021)Finance and Growth: Schumpeter Might Be Right (1993)Financial Dependence and Growth (1996)Global financial crisis, corporate governance, and firm survival: (2013)Two-stage DEA-Truncated Regression: Application in banking efficiency and financial development (2017)Does innovation facilitate firm survival? Evidence from Chinese high-tech firms (2018)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)The cost of capital, corporation finance and the theory of investment (2008)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)In Search of Distress Risk (2008)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1999Identifying failing companies: a re-evaluation of the logit, probit and DA approaches386 cited
  • 1986Inflation, Bankruptcy, Default Premia and the Stock Market153 cited

Cited by

  • 2006Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics365 cited
  • 2005A comparative analysis of macro stress-testing methodologies with application to Finland141 cited
  • 2010Firm survival and financial development: Evidence from a panel of emerging Asian economies81 cited
  • 2014Prediction of Financial Distress Companies in the Trading and Services Sector in Malaysia Using Macroeconomic Variables69 cited
  • 2011Macroeconomic Fluctuations and Corporate Financial Fragility67 cited
  • 2017Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland65 cited
  • 2006Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics63 cited
  • 2006The influence of the business cycle on bankruptcy probability

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

62 cited
  • 2014Financial Health, Exports and Firm Survival: Evidence from UK and French Firms58 cited
  • 2020Determinants and Predictors of SMEs’ Financial Failure: A Logistic Regression Approach58 cited
  • 2011Development of a Financial Health Indicator Based on Companies’ Annual Accounts55 cited
  • 2015FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR?51 cited
  • 2013Private Equity, Buy‐outs and Insolvency Risk47 cited
  • 2021An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression47 cited
  • 2021Analysis of default risk in microfinance institutions under the Basel III framework47 cited
  • 2015To What Extent Does the Interest Burden Affect Firm Survival? Evidence from a Panel of UK Firms during the Recent Financial Crisis43 cited