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ZETATM analysis A new model to identify bankruptcy risk of corporations

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Author Info
Altman, Edward I.
Haldeman, Robert G.
Narayanan, P.
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File URL: http://www.sciencedirect.com/science/article/B6VCY-475K57P-5/2/9a948e61bcdad39c667546320e4eba76
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 1 (1977)
Issue (Month): 1 (June)
Pages: 29-54
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Handle: RePEc:eee:jbfina:v:1:y:1977:i:1:p:29-54

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  1. Josep M. Argilés, 1998. "Accounting Information and the Prediction of Farm Viability," Economics Working Papers 277, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  2. Lili Sun, 2007. "A re-evaluation of auditors’ opinions versus statistical models in bankruptcy prediction," Review of Quantitative Finance and Accounting, Springer, vol. 28(1), pages 55-78, January. [Downloadable!] (restricted)
  3. Aaro Hazak & Kadri Männasoo, 2007. "Indicators of corporate default : an EU based empirical study," Bank of Estonia Working Papers 2007-10, Bank of Estonia, revised 04 Sep 2007. [Downloadable!]
  4. Skogsvik, Kenth, 2005. "On the Choice-Based Sample Bias in Probabilistic Business Failure Prediction," Working Paper Series in Business Administration 2005:13, Stockholm School of Economics, revised 09 Jan 2006. [Downloadable!]
  5. Suzan Hol, 2006. "The influence of the business cycle on bankruptcy probability," Discussion Papers 466, Research Department of Statistics Norway. [Downloadable!]
  6. B. Luppi & M. Marzo & E. Scorcu, 2007. "A credit risk model for Italian SMEs," Working Papers 600, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
  7. John Hunter & Natalia Isachenkova, 2006. "Aggregate Economy Risk And Company Failure: An Examination Of Uk Quoted Firms," Economics and Finance Discussion Papers 06-12, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  8. Monica H. Maestro, Alberto de Miguel, Julio Pindado, 2005. "Frontiers of Financially Constrained and Unconstrained Firms: a New Development in Finance," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 2(2), pages 1-32, December. [Downloadable!]
  9. Eric J. Higgins & Joseph R. Mason, 2003. "What is the value of recourse to asset backed securities? A clinical study of credit card banks," Working Papers 03-6, Federal Reserve Bank of Philadelphia. [Downloadable!]
  10. Grunert, Jens & Norden, Lars & Weber, Martin, 2002. "The Role of Non-financial Factors in Internal Credit Ratings," CEPR Discussion Papers 3415, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  11. Robert O. Edmister & Gay B. Hatfield, 1995. "The Significance of Porfolio Lenders to Real Estate Brokers," Journal of Real Estate Research, American Real Estate Society, vol. 10(1), pages 57-68. [Downloadable!]
  12. Zhang, Tianwei & Ellinger, Paul N., 2006. "Credit Risk and Financial Performance Assessment of Illinois Farmers: A Comparison of Approaches with Farm Accounting Data," 2006 Annual meeting, July 23-26, Long Beach, CA 21384, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  13. Gordon Delianedis & Robert Geske, 1998. "Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults," University of California at Los Angeles, Anderson Graduate School of Management 1114, Anderson Graduate School of Management, UCLA. [Downloadable!]
  14. Jeffrey MacKie-Mason, 1988. "Do Taxes Affect Corporate Financing Decisions?," NBER Working Papers 2632, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. Richard J. Arend, 2008. "Differences in RBV strategic factors and the need to consider opposing factors in turnaround outcomes," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 29(4), pages 337-355. [Downloadable!]
  16. Antonio David Somoza Lopez & Josep Vallverdu Calafell, 2003. "Una comparacion de la seleccion de los ratios contables en los modelos contable-financieros de prediccion de la insolvencia empresarial," Working Papers in Economics 94, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
  17. Afsaneh Assadian & Jon Ford, 1997. "Determinants of business failure: The role of firm size," Journal of Economics and Finance, Springer, vol. 21(1), pages 15-23, March. [Downloadable!] (restricted)
  18. Maurice Peat, 2003. "Factors Affecting the Probability of Bankruptcy," Working Paper Series 130, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  19. Shao-Chi Chang & Sheng-Syan Chen & Ailing Hsing & Chia Huang, 2007. "Investment opportunities, free cash flow, and stock valuation effects of secured debt offerings," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 123-145, February. [Downloadable!] (restricted)
  20. Paolo Angelis & Fulvio Gismondi & Riccardo Ottaviani, 1994. "A non-parametric statistical model for the control of Italian insurance companies," Decisions in Economics and Finance, Springer, vol. 17(1), pages 69-84, March. [Downloadable!] (restricted)
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