Do cash flow variables improve the predictive accuracy of a Cox proportional hazards model for bank failure?
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Bibliographic InfoArticle provided by Elsevier in its journal The Quarterly Review of Economics and Finance.
Volume (Year): 36 (1996)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/inca/620167
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- Spahr, Ronald W., 1989. "Predicting bank failures and intertemporal assessment of bank risk," Journal of Business Research, Elsevier, vol. 19(3), pages 179-185, November.
- Gary Whalen, 1991. "A proportional hazards model of bank failure: an examination of its usefulness as an early warning tool," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 21-31.
- Coleen C. Pantalone & Marjorie B. Platt, 1987. "Predicting commercial bank failure since deregulation," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 37-47.
- Martin, Daniel, 1977. "Early warning of bank failure : A logit regression approach," Journal of Banking & Finance, Elsevier, vol. 1(3), pages 249-276, November.
- Espahbodi, Pouran, 1991. "Identification of problem banks and binary choice models," Journal of Banking & Finance, Elsevier, vol. 15(1), pages 53-71, February.
- Agnes Cheng, C.S. & He Huang, Henry & Li, Yinghua & Lobo, Gerald, 2010. "Institutional monitoring through shareholder litigation," Journal of Financial Economics, Elsevier, vol. 95(3), pages 356-383, March.
- Nil Gunsel, 2010. "Determinants of the timing of bank failure in North Cyprus," Journal of Risk Finance, Emerald Group Publishing, vol. 11(1), pages 89-106, January.
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