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Determinants of firm sustainability in Estonia

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Author Info
Kadri Männasoo ()
Abstract

This paper examines the determinants of firm sustainability in Estonia using discrete-time survival analysis with a complementary log-log hazard function. A firm is defined as sustainable if it meets the minimum capital requirement set by the law, and if it does not then it is described as being \"distressed\". The definition of \"in default\" stipulates that not only must the firm be short of the required capital, but it should also have exited or dropped out altogether. This study confirms the stylized fact that firms face higher risk during their start-up period. Firm distress and default hazard decrease over time, the latter however, non-monotonically being lagged relative to distress. At the industry level, manufacturing firms demonstrate a higher degree of robustness compared to trade and services companies. Most importantly, however, firm sustainability positively depends on efficiency, good stable asset return, low leverage and a large assets base

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File URL: http://www.eestipank.info/pub/en/dokumendid/publikatsioonid/seeriad/uuringud/_2007/_4_2007/_wp_407.pdf
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Publisher Info
Paper provided by Bank of Estonia in its series Bank of Estonia Working Papers with number 2007-04.

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Length: 30 pg.
Date of creation: 08 Mar 2007
Date of revision: 08 Mar 2007
Handle: RePEc:eea:boewps:wp2007-04

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Postal: Estonia bld. 13, 15095 Tallinn, ESTONIA
Phone: +3726680719
Fax: +3726680900
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Web page: http://www.bankofestonia.info
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Postal: Estonia bld. 13, 15095 Tallinn, ESTONIA
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Related research
Keywords: firm default survival analysis

Other versions of this item:

Find related papers by JEL classification:
G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Jozef Konings & Ana Xavier, 2002. "Firm Growth and Survival in a Transition Country: Micro Evidence from Slovenia," LICOS Discussion Papers 11402, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]
  2. Mario Cleves & William W. Gould & Roberto G. Gutierrez & Yulia Marchenko, 2008. "An Introduction to Survival Analysis Using Stata, 2nd Edition," Stata Press books, StataCorp LP, number saus, April. [Downloadable!]
  3. Karin Jõeveer, 2006. "Sources of capital structure : evidence from transition countries," Bank of Estonia Working Papers 2006-02, Bank of Estonia, revised 12 Nov 2006. [Downloadable!]
    Other versions:
  4. Shumway, Tyler, 2001. "Forecasting Bankruptcy More Accurately: A Simple Hazard Model," Journal of Business, University of Chicago Press, vol. 74(1), pages 101-24, January. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Aaro Hazak & Kadri Männasoo, 2007. "Indicators of corporate default : an EU based empirical study," Bank of Estonia Working Papers 2007-10, Bank of Estonia, revised 04 Sep 2007. [Downloadable!]
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