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Predicting large US commercial bank failures

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  • Kolari, James
  • Glennon, Dennis
  • Shin, Hwan
  • Caputo, Michele

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File URL: http://www.sciencedirect.com/science/article/B6V7T-460M92P-1/2/d692bb0956da47f4f79a5169106a523a
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Economics and Business.

Volume (Year): 54 (2002)
Issue (Month): 4 ()
Pages: 361-387

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Handle: RePEc:eee:jebusi:v:54:y:2002:i:4:p:361-387

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

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References

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  1. Altman, Edward I. & Haldeman, Robert G. & Narayanan, P., 1977. "ZETATM analysis A new model to identify bankruptcy risk of corporations," Journal of Banking & Finance, Elsevier, vol. 1(1), pages 29-54, June.
  2. Pettway, Richard H, 1976. "Market Tests of Capital Adequacy of Large Commercial Banks," Journal of Finance, American Finance Association, vol. 31(3), pages 865-75, June.
  3. Altman, Edward I. & Marco, Giancarlo & Varetto, Franco, 1994. "Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)," Journal of Banking & Finance, Elsevier, vol. 18(3), pages 505-529, May.
  4. Pamela K. Coats & L. Franklin Fant, 1993. "Recognizing Financial Distress Patterns Using a Neural Network Tool," Financial Management, Financial Management Association, vol. 22(3), Fall.
  5. Sinkey, Joseph F, Jr, 1975. "A Multivariate Statistical Analysis of the Characteristics of Problem Banks," Journal of Finance, American Finance Association, vol. 30(1), pages 21-36, March.
  6. Peavy, John III & Hempel, George H., 1988. "The Penn Square Bank failure : Effect on commercial bank security returns -- a note," Journal of Banking & Finance, Elsevier, vol. 12(1), pages 141-150, March.
  7. Edmister, Robert O., 1972. "An Empirical Test of Financial Ratio Analysis for Small Business Failure Prediction," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(02), pages 1477-1493, March.
  8. Espahbodi, Pouran, 1991. "Identification of problem banks and binary choice models," Journal of Banking & Finance, Elsevier, vol. 15(1), pages 53-71, February.
  9. West, Robert Craig, 1985. "A factor-analytic approach to bank condition," Journal of Banking & Finance, Elsevier, vol. 9(2), pages 253-266, June.
  10. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, 09.
  11. Meyer, Paul A & Pifer, Howard W, 1970. "Prediction of Bank Failures," Journal of Finance, American Finance Association, vol. 25(4), pages 853-68, September.
  12. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 1999. "The role of supervisory screens and econometric models in off-site surveillance," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 31-56.
  13. Allen N. Berger & Anil K. Kashyap & Joseph M. Scalise, 1995. "The Transformation of the U.S. Banking Industry: What a Long, Strange Trips It's Been," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 55-218.
  14. Pettway, Richard H., 1980. "Potential Insolvency, Market Efficiency, and Bank Regulation of Large Commercial Banks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(01), pages 219-236, March.
  15. Gary Whalen & James B. Thomson, 1988. "Using financial data to identify changes in bank condition," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 17-26.
  16. Rebel A. Cole & Jeffery W. Gunther, 1995. "FIMS: a new monitoring system for banking institutions," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 1-15.
  17. John H. Boyd & Stanley L. Graham, 1996. "Consolidation in U.S. banking: implications for efficiency and risk," Working Papers 572, Federal Reserve Bank of Minneapolis.
  18. Korobow, Leon & Stuhr, David, 1985. "Performance measurement of early warning models : Comments on west and other weakness/failure prediction models," Journal of Banking & Finance, Elsevier, vol. 9(2), pages 267-273, June.
  19. Martin, Daniel, 1977. "Early warning of bank failure : A logit regression approach," Journal of Banking & Finance, Elsevier, vol. 1(3), pages 249-276, November.
  20. George G. Kaufman, 1999. "Banking and currency crises and systemic risk: a taxonomy and review," Working Paper Series WP-99-12, Federal Reserve Bank of Chicago.
  21. James Kolari & Michele Caputo & Drew Wagner, 1996. "Trait Recognition: An Alternative Approach to Early Warning Systems in Commercial Banking," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(9-10), pages 1415-1434, December.
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