Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 13 (1998)
Issue (Month): 2 (April)
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Web page: http://www.springerlink.com/link.asp?id=102934
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- Rebel A. Cole & Jeffery W. Gunther, 1993.
"Separating the likelihood and timing of bank failure,"
Financial Industry Studies Working Paper
93-2, Federal Reserve Bank of Dallas.
- Cole, Rebel A. & Gunther, Jeffery W., 1995. "Separating the likelihood and timing of bank failure," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1073-1089, September.
- Rebel A. Cole & Jeffery W. Gunther, 1993. "Separating the likelihood and timing of bank failure," Finance and Economics Discussion Series 93-20, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Asli Demirgüç-Kunt, 1989. "Modeling large commercial-bank failures: a simultaneous-equation analysis," Working Paper 8905, Federal Reserve Bank of Cleveland.
- Berger, Allen N. & King, Kathleen Kuester & O'Brien, James M., 1991. "The limitations of market value accounting and a more realistic alternative," Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 753-783, September.
- 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.
- Jones, David S. & King, Kathleen Kuester, 1995. "The implementation of prompt corrective action: An assessment," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 491-510, June.
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