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Bankruptcy Prediction with Financial Systemic Risk · Study

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ArticleBankruptcy Prediction with Financial Systemic Risk

Zhehao Jia2019

OA

Articlegreen2019

Bankruptcy Prediction with Financial Systemic Risk

Zhehao Jia · Yukun Shi · Cheng Yan · Meryem Duygun

29 citations·0/0 files stored·European Journal of Finance

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Financial Distress and Bankruptcy Prediction Banking stability, regulation, efficiency Corporate Insolvency and Governance

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2002Illiquidity and stock returns: cross-section and time-series effects 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy 2009The Impact of Uncertainty Shocks 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models 2009Bank lending during the financial crisis of 2008

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2024Financial Distress Early Warning for Chinese Enterprises from a Systemic Risk Perspective: Based on the Adaptive Weighted XGBoost-Bagging Model

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Details

Year2019

Typearticle

Published2019-01-01

VenueEuropean Journal of Finance

ISSN-L1351-847X

Languageen

Citations29

Files0 public / 0

ShelfFinancial Distress and Bankruptcy Prediction

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doi10.1080/1351847x.2019.1656095

openalex_workW2968558288

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