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Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach
16 references·2 citing·37 second hop
Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach (2021)Forecasting corporate financial distress …Determinants and consequences of financial distress: review of the empirical literature (2018)Determinants and consequences…Stock liquidity and default risk (2017)Stock liquidity and default r…Does competition improve financial stability of the banking sector in ASEAN countries? An empirical analysis (2017)Does competition improve fina…Micro and Macro Determinants of Non-performing Loans (2013)Micro and Macro Determinants …Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)Financial distress and bankru…From Financial Crash to Debt Crisis (2011)From Financial Crash to Debt …Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach (2009)Performance and Merton-type d…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Asian Currency Crisis and the International Monetary Fund, 10 Years Later: Overview* (2007)Asian Currency Crisis and the…Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Quantitative Risk Management:…Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management:…Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsON 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 As Predictors of Failure (1966)Financial Ratios As Predictor…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Market risk, financial distress and firm performance in Vietnam (2023)Market risk, financial distre…Examining financial distress of the Vietnamese listed firms using accounting-based models (2023)Examining financial distress …An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Pair-copula constructions of multiple dependence (2007)Quantitative Risk Management (2011)Selecting and estimating regular vine copulae and application to financial returns (2012)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)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)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Predicting distress in European banks (2013)Financial distress, internal control, and earnings management: Evidence from China (2020)Artificial intelligence and machine learning in finance: A bibliometric review (2022)Judgment under Uncertainty: Heuristics and Biases (1975)Bank Runs, Deposit Insurance, and Liquidity (1983)Golden Eggs and Hyperbolic Discounting (1997)The Aftermath of Financial Crises (2009)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Systemic Banking Crises Database (2013)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)… and the Cross-Section of Expected Returns (2015)Basel Committee On Banking Supervision (2010)A review of copula models for economic time series (2012)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)In Search of Distress Risk (2008)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
  • 2011From Financial Crash to Debt Crisis1,556 cited
  • 2013Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables453 cited
  • 2017Stock liquidity and default risk429 cited
  • 2013Micro and Macro Determinants of Non-performing Loans383 cited
  • 2018Determinants and consequences of financial distress: review of the empirical literature244 cited
  • 2009Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach120 cited
  • 2017Does competition improve financial stability of the banking sector in ASEAN countries? An empirical analysis

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119 cited
  • 2007Asian Currency Crisis and the International Monetary Fund, 10 Years Later: Overview*100 cited
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    • 2023Market risk, financial distress and firm performance in Vietnam19 cited
    • 2023Examining financial distress of the Vietnamese listed firms using accounting-based models18 cited