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Predicting large US commercial bank failures

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Author Info
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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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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  1. Alejandro Gaytán & Christian A. Johnson, 2002. "A Review of the Literature on Early Warning Systems for Banking Crises," Working Papers Central Bank of Chile 183, Central Bank of Chile. [Downloadable!]
  2. Gerald P. Dwyer, Jr. & R.W. Hafer, 2001. "Bank failures in banking panics: Risky banks or road kill?," Working Paper 2001-13, Federal Reserve Bank of Atlanta. [Downloadable!]
  3. Marco Alf˜ & Giovanni Trovato & Stefano Caiazza, 2004. "Extending Logistic Approach to Risk Modelling Through Semiparametric Mixing," CEIS Research Paper 47, Tor Vergata University, CEIS. [Downloadable!]
  4. Soest, A.H.O. van & Peresetsky, A.A. & Karminsky, A.M., 2003. "An analysis of ratings of Russian banks," Discussion Paper 85, Tilburg University, Center for Economic Research. [Downloadable!]
  5. Peresetsky, Anatoly A. & Karminsky, Alexandr A. & Golovan, Sergei V., 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  6. De Graeve, Ferre & Kick, Thomas, 2008. "Monetary policy and bank distress: an integrated micro-macro approach," Discussion Paper Series 2: Banking and Financial Studies 2008,03, Deutsche Bundesbank, Research Centre. [Downloadable!]
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