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Default risk analysis via a discrete‐time cure rate model
16 references·0 citing·43 second hop
Default risk analysis via a discrete‐time cure rate model (2013)Default risk analysis via a discrete‐time…Empirical Analysis of Corporate Credit Lines (2009)Empirical Analysis of Corpora…Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics (2008)Credit risk drivers: Evaluati…Corporate credit risk modeling and the macroeconomy (2006)Corporate credit risk modelin…Have Financial Statements Become Less Informative? Evidence from the Ability of Financial Ratios to Predict Bankruptcy (2005)Have Financial Statements Bec…The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing (2004)The relationship between defa…Bankruptcy Prediction with Industry Effects (2004)Bankruptcy Prediction with In…Assessing the Probability of Bankruptcy (2004)Assessing the Probability of …Switching from Single to Multiple Bank Lending Relationships: Determinants and Implications (2002)Switching from Single to Mult…Survival Analysis Methods for Personal Loan Data (2002)Survival Analysis Methods for…An Empirical Analysis of Personal Bankruptcy and Delinquency (2002)An Empirical Analysis of Pers…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Mortgage Terminations, Hetero…Taking Time Seriously: Time-Series-Cross-Section Analysis with a Binary Dependent Variable (1998)Taking Time Seriously: Time-S…Separating the likelihood and timing of bank failure (1995)Separating the likelihood and…Survival analysis as a tool for company failure prediction (1991)Survival analysis as a tool f…An application of the cox proportional hazards model to bank failure (1986)An application of the cox pro…Early warning of bank failure (1977)Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)Predicting corporate bankruptcy: where we stand? (2006)Are Competitive Banking Systems More Stable? (2009)Frailty Correlated Default (2009)Deregulation and bank financial policy (1984)Financial Intermediation and Delegated Monitoring (1984)The Relationship between Liquidity Risk and Credit Risk in Banks (2012)Predicting distress in European banks (2013)The Roles of Corporate Governance in Bank Failures during the Recent Financial Crisis (2016)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Multiperiod corporate default prediction—A forward intensity approach (2012)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)Financial statement comparability and expected crash risk (2016)Specification Tests in Econometrics (1978)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Bank ownership type and banking relationships (2007)European banking: An overview (2007)“Time for a Change”: Loan Conditions and Bank Behavior when Firms Switch Banks (2010)The Pricing of Options and Corporate Liabilities (1973)Multi-period corporate default prediction with stochastic covariates (2006)Forecasting Default with the Merton Distance to Default Model (2008)The impact of corporate social responsibility on the cost of bank loans (2010)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Environmental Externalities and Cost of Capital (2014)Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐ Score Model (2016)Theory of Rational Option Pricing (1973)A Theory of the Term Structure of Interest Rates (1985)Negative equity and foreclosure: Theory and evidence (2008)What moves housing markets: A variance decomposition of the rent–price ratio (2009)A Model of Mortgage Default (2011)Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data (2002)The Household Bankruptcy Decision (2002)Expanding Credit Access: Using Randomized Supply Decisions to Estimate the Impacts (2009)The Determinants of Attitudes toward Strategic Default on Mortgages (2013)Ethnicity, Insurgency, and Civil War (2003)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)The Mechanisms of Policy Diffusion (2008)Modeling Term Structures of Defaultable Bonds (1999)In Search of Distress Risk (2008)
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References

  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 1998Taking Time Seriously: Time-Series-Cross-Section Analysis with a Binary Dependent Variable2,488 cited
  • 2004Assessing the Probability of Bankruptcy1,357 cited
  • 2004Bankruptcy Prediction with Industry Effects810 cited
  • 2000Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options794 cited
  • 1986An application of the cox proportional hazards model to bank failure559 cited
  • 2002An Empirical Analysis of Personal Bankruptcy and Delinquency540 cited
  • 2005Have Financial Statements Become Less Informative? Evidence from the Ability of Financial Ratios to Predict Bankruptcy491 cited
  • 2002Switching from Single to Multiple Bank Lending Relationships: Determinants and Implications352 cited
  • 1995Separating the likelihood and timing of bank failure348 cited
  • 2008Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics322 cited
  • 2002Survival Analysis Methods for Personal Loan Data266 cited
  • 2006Corporate credit risk modeling and the macroeconomy253 cited
  • 1991Survival analysis as a tool for company failure prediction186 cited
  • 2009Empirical Analysis of Corporate Credit Lines

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173 cited
  • 2004The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing170 cited
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