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A factor-analytic approach to bank condition

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  • West, Robert Craig
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 9 (1985)
    Issue (Month): 2 (June)
    Pages: 253-266

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    Handle: RePEc:eee:jbfina:v:9:y:1985:i:2:p:253-266

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    Web page: http://www.elsevier.com/locate/jbf

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    Cited by:
    1. Hanousek, Jan & Roland, Gérard, 2002. "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic," CEPR Discussion Papers 3122, C.E.P.R. Discussion Papers.
    2. Greta Falavigna, 2006. "Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks," CERIS Working Paper 200610, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
    3. Halil Erdal & Aykut Ekinci, 2013. "A Comparison of Various Artificial Intelligence Methods in the Prediction of Bank Failures," Computational Economics, Society for Computational Economics, vol. 42(2), pages 199-215, August.
    4. Jose Eduardo Gómez-González & Juan carlos Mendoza, . "Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis," Borradores de Economia 588, Banco de la Republica de Colombia.
    5. Thomas B. King & Daniel A. Nuxoll & Timothy J. Yeager, 2006. "Are the causes of bank distress changing? can researchers keep up?," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 57-80.
    6. Yuliya Demyanyk & Iftekhar Hasan, 2009. "Financial crises and bank failures: a review of prediction methods," Working Paper 0904, Federal Reserve Bank of Cleveland.
    7. Andrew Logan, 2001. "The United Kingdom's small banks' crisis of the early 1990s: what were the leading indicators of failure?," Bank of England working papers 139, Bank of England.
    8. James B. Thomson, 1991. "Predicting bank failures in the 1980s," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 9-20.
    9. Jain, Bharat A., 2001. "Predictors of performance of venture capitalist-backed organizations," Journal of Business Research, Elsevier, vol. 52(3), pages 223-233, June.
    10. Van Laere, Elisabeth & Baesens, Bart, 2010. "The development of a simple and intuitive rating system under Solvency II," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 500-510, June.
    11. Ijaz Hussain, 2013. "Estimating Firms’ Vulnerability to Short-Term Financing Shocks: The Case of Foreign Exchange Companies in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(2), pages 147-163, July-Dec.
    12. Fiordelisi, Franco & Mare, Davide Salvatore, 2013. "Probability of default and efficiency in cooperative banking," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 30-45.
    13. Guo, Lin, 1999. "When and why did FSLIC resolve insolvent thrifts?," Journal of Banking & Finance, Elsevier, vol. 23(6), pages 955-990, June.
    14. Akkoç, Soner, 2012. "An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish cred," European Journal of Operational Research, Elsevier, vol. 222(1), pages 168-178.
    15. Altman, Edward I. & Saunders, Anthony, 1997. "Credit risk measurement: Developments over the last 20 years," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1721-1742, December.
    16. Kolari, James & Glennon, Dennis & Shin, Hwan & Caputo, Michele, 2002. "Predicting large US commercial bank failures," Journal of Economics and Business, Elsevier, vol. 54(4), pages 361-387.
    17. Dahl, Drew & Spivey, Michael F., 1995. "Prompt corrective action and bank efforts to recover from undercapitalization," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 225-243, May.

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