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Estimating the probability of default for shipping high yield bond issues
16 references·8 citing·29 second hop
Estimating the probability of default for shipping high yield bond issues (2008)Estimating the probability of default for…Predicting corporate failure: empirical evidence for the UK (2004)Predicting corporate failure:…Tests of the generalizability of Altman's bankruptcy prediction model (2001)Tests of the generalizability…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…An International Survey of Business Failure Classification Models (1997)An International Survey of Bu…DEVELOPMENT OF A CLASS OF STABLE PREDICTIVE VARIABLES: THE CASE OF BANKRUPTCY PREDICTION (1990)DEVELOPMENT OF A CLASS OF STA…Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls (1989)Original Issue High Yield Bon…Measuring Corporate Bond Mortality and Performance (1989)Measuring Corporate Bond Mort…Using Operating Cash Flow Data to Predict Financial Distress: Some Extensions (1985)Using Operating Cash Flow Dat…Classifying Bankrupt Firms with Funds Flow Components (1985)Classifying Bankrupt Firms wi…Empirical models for the monitoring of UK corporations (1984)Empirical models for the moni…ECONOMETRIC ANALYSIS OF QUALITATIVE RESPONSE MODELS (1984)ECONOMETRIC ANALYSIS OF QUALI…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Estimating the probability of failure for commercial banks and the banking system (1977)Estimating the probability of…Early warning of bank failure (1977)Early warning of bank failureFINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…Application of fuzzy Bayesian approach on bankruptcy causes for container liner industry (2021)Application of fuzzy Bayesian…Predicting corporate failure for listed shipping companies (2018)Predicting corporate failure …Infrastructure financing with project bond and credit default swap under public-private partnerships (2017)Infrastructure financing with…Determinants of the probability of default: the case of the internationally listed shipping corporations (2017)Determinants of the probabili…Performance drivers of shipping loans: An empirical investigation (2015)Performance drivers of shippi…Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms (2013)Portfolio optimization and in…US shipping initial public offerings: Do prospectus and market information matter? (2011)US shipping initial public of…Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds (2006)Factors affecting the dynamic…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Limitations of Bankruptcy Prediction Models: Some Cautions for the Researcher (2001)Estimating financial distress likelihood (2008)Using neural networks and data mining techniques for the financial distress prediction model (2008)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)The impact of default risk on the prices of options and other derivative securities (1995)Measuring investment distortions arising from stockholder–bondholder conflicts (1999)Issuer Quality and Corporate Bond Returns (2013)Specification Tests in Econometrics (1978)Econometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Interactions-Based Models (2000)Generalized random utility model (2002)Is your dataset big enough? Sample size requirements when using artificial neural networks for discrete choice analysis (2018)Credit risk measurement: Developments over the last 20 years (1997)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)In Search of Distress Risk (2008)Probabilistic Neural Networks in Bankruptcy Prediction (1999)Predicting large US commercial bank failures (2002)The Impact of Industrial Design Effectiveness on Corporate Financial Performance * (2004)A data driven ensemble classifier for credit scoring analysis (2009)Bankruptcy prediction using terminal failure processes (2014)Systematic review of bankruptcy prediction models: Towards a framework for tool selection (2017)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Modeling Term Structures of Defaultable Bonds (1999)Forecasting Default with the Merton Distance to Default Model (2008)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 1977Early warning of bank failure960 cited
  • 1984ECONOMETRIC ANALYSIS OF QUALITATIVE RESPONSE MODELS750 cited
  • 2004Predicting corporate failure: empirical evidence for the UK429 cited
  • 1989Measuring Corporate Bond Mortality and Performance426 cited
  • 2001Tests of the generalizability of Altman's bankruptcy prediction model360 cited
  • 1990DEVELOPMENT OF A CLASS OF STABLE PREDICTIVE VARIABLES: THE CASE OF BANKRUPTCY PREDICTION336 cited
  • 1985Classifying Bankrupt Firms with Funds Flow Components311 cited
  • 1985Using Operating Cash Flow Data to Predict Financial Distress: Some Extensions279 cited
  • 1997An International Survey of Business Failure Classification Models246 cited
  • 1984Empirical models for the monitoring of UK corporations218 cited
  • 1977Estimating the probability of failure for commercial banks and the banking system

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178 cited
  • 1989Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls176 cited
  • Cited by

    • 2017Infrastructure financing with project bond and credit default swap under public-private partnerships54 cited
    • 2013Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms45 cited
    • 2015Performance drivers of shipping loans: An empirical investigation30 cited
    • 2017Determinants of the probability of default: the case of the internationally listed shipping corporations29 cited
    • 2011US shipping initial public offerings: Do prospectus and market information matter?29 cited
    • 2006Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds26 cited
    • 2021Application of fuzzy Bayesian approach on bankruptcy causes for container liner industry24 cited
    • 2018Predicting corporate failure for listed shipping companies19 cited