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Do cash flow variables improve the predictive accuracy of a Cox proportional hazards model for bank failure?

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  • Henebry, Kathleen L.

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  • Henebry, Kathleen L., 1996. "Do cash flow variables improve the predictive accuracy of a Cox proportional hazards model for bank failure?," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(3), pages 395-409.
  • Handle: RePEc:eee:quaeco:v:36:y:1996:i:3:p:395-409
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    References listed on IDEAS

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    1. repec:bla:joares:v:23:y:1985:i:1:p:146-160 is not listed on IDEAS
    2. 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.
    3. 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.
    4. Espahbodi, Pouran, 1991. "Identification of problem banks and binary choice models," Journal of Banking & Finance, Elsevier, vol. 15(1), pages 53-71, February.
    5. 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.
    6. Martin, Daniel, 1977. "Early warning of bank failure : A logit regression approach," Journal of Banking & Finance, Elsevier, vol. 1(3), pages 249-276, November.
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    Cited by:

    1. 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.
    2. Catherine Refait-Alexandre, 2004. "A Review of Business Failure Prediction Based on Financial Analysis of the Firm
      [La prévision de la faillite fondée sur l'analyse financière de l'entreprise : un état des lieux]
      ," Post-Print hal-01391654, HAL.
    3. Geppert, John M. & Ivanov, Stoyu I. & Karels, Gordon V., 2010. "Analysis of the probability of deletion of S&P 500 companies: Survival analysis and neural networks approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 191-201, May.
    4. Catherine Refait, 2004. "La prévision de la faillite fondée sur l’analyse financière de l’entreprise : un état des lieux," Économie et Prévision, Programme National Persée, vol. 162(1), pages 129-147.

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