Research classified by Journal of Economic Literature (JEL) codes

2022

• Beatriz González & Enrique Moral-Benito & Isabel Soler, 2022, "Schumpeter meets goldilocks: the scarring effects of firm destruction," Occasional Papers, Banco de España, number 2216, Aug.
• Marco Celentani & Miguel García-Posada & Fernando Gómez Pomar, 2022, "Fresh start policies and small business activity: evidence from a natural experiment," Working Papers, Banco de España, number 2210, Mar.
• Laura Álvarez & Miguel García-Posada & Sergio Mayordomo, 2022, "Distressed firms, zombie firms and zombie lending: a taxonomy," Working Papers, Banco de España, number 2219, May.
• Fabrizio Ferriani & Andrea Gazzani, 2022, "The impact of the war in Ukraine on energy prices: consequences for firms' financial performance," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 729, Nov.
• Gabrielle Demange & Thibaut Piquard, 2022, "On the Choice of Central Counterparties in the EU," Working papers, Banque de France, number 868.
• Ahmet ŞİT & H. Yusuf GÜNGÖR & Mehmet Recep ARMUTLU, 2022, "Finansal Sağlamlığın Maden Firmalarının Finansal Performansları Üzerine Etkisi Türkiye ve BRICS Ülkeleri Üzerine Uygulama," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 217-243, August, DOI: https://doi.org/10.33399/biibfad.89.
• Daisuke Miyakawa & Kohei Shintani, 2022, "Disagreement between human and machine predictions," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Machine learning in central banking".
• Ryan Niladri Banerjee & Francesco Franceschi & Stéphane Riederer, 2022, "Borrower vulnerabilities, their distribution and credit losses," BIS Quarterly Review, Bank for International Settlements, September.
• Sheng Guo & Qiang Kang & Oscar A. Mitnik, 2022, "Dynamics of managerial power and CEO compensation in the course of corporate distress: Evidence from 1992 to 2019," Financial Management, Financial Management Association International, volume 51, issue 3, pages 797-825, September, DOI: 10.1111/fima.12384.
• Evžen Kočenda & Ichiro Iwasaki, 2022, "Bank survival around the world: A meta‐analytic review," Journal of Economic Surveys, Wiley Blackwell, volume 36, issue 1, pages 108-156, February, DOI: 10.1111/joes.12451.
• CLEMENT Claudiu, 2022, "Balanced Bagging With Expectation Maximization Imputation In Bankruptcy Prediction - Application On Romanian Companies," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 74, issue 1, pages 40-50, August, DOI: 10.56043/reveco-2022-0003.
• Ida Nervik Hjelseth & Arvid Raknerud & Bjørn H. Vatne, 2022, "A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection," Working Paper, Norges Bank, number 2022/7, Jun.
• Miguel Ampudia & Filippo Busetto & Fabio Fornari, 2022, "Chronicle of a death foretold: does higher volatility anticipate corporate default?," Bank of England working papers, Bank of England, number 1001, Oct.
• Assaf Hamdani & Yevgeny Mugerman & Ruth Rooz & Nadav Steinberg & Yishay Yafeh, 2022, "Creditor Rights, Implicit Covenants, and the Quality of Accounting Information," Bank of Israel Working Papers, Bank of Israel, number 2022.09, Feb.
• Sana Ben Abdallah & Dhafer Saïdane, 2022, "L’environnement juridique affecte-t-il la relation RSE-stabilité financière ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 289-300.
• Saif Ullah & Sayed Irshad Hussain & Agha Amad Nabi & Khurram Ali Mubashir, 2022, "Role of Regulatory Governance in Financial Stability: A Comparison of High and Low Income Countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 11, issue 1, pages 207-226.
• Spiros Bougheas & Adam Hal Spencer, 2022, "Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach," CESifo Working Paper Series, CESifo, number 10111.
• Fabian Herweg & Maximilian Kähny, 2022, "Do Zombies Rise when Interest Rates Fall? A Relationship Banking Model," CESifo Working Paper Series, CESifo, number 9628.
• Mattia Guerini & Lionel Nesta & Xavier Ragot & Stefano Schiavo, 2022, "The Zombification of the Economy? Assessing the Effectiveness of French Government Support during Covid-19 Lockdown," CESifo Working Paper Series, CESifo, number 9850.
• Federico Huneeus & Joseph Kaboski & Mauricio Larrain & Sergio Schmukler & Mario Vera, 2022, "The Distribution of Crisis Credit: Effects on Firm Indebtedness and Aggregate Risk," Working Papers Central Bank of Chile, Central Bank of Chile, number 942, Mar.
• Laura Vanessa Hern√°ndez Cruz, 2022, "Crisis empresarial en Colombia: probabilidad de entrar en proceso de insolvencia 2016-2019," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 20126, May.
• Huneeus, Federico & Kaboski, Joseph & Larrain, Mauricio & Schmukler, Sergio L. & Vera, Mario, 2022, "The Distribution of Crisis Credit: Effects on Firm Indebtedness and Aggregate Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17061, Feb.
• Li, Wenli & Meghir, Costas & Oswald, Florian, 2022, "Consumer Bankruptcy, Mortgage Default and Labor Supply," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17117, Mar.
• Acharya, Viral & Das, Abhiman & Kulkarni, Nirupama & Mishra, Prachi & Prabhala, Nagpurnanand, 2022, "Deposit and Credit Reallocation in a Banking Panic: The Role of State-Owned Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17621, Oct.
• Ferris, Stephen P. & Hanousek, Jan & Hanousek, Jr., Jan & Kapounek, Svatopluk, 2022, "The Unloved Stepchild: Why Some Firms Are Allowed to Die in a Business Group," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17775, Dec.
• Wenli Li & Costas Meghir & Florian Oswald, 2022, "Consumer Bankruptcy, Mortgage Default and Labor Supply," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2327, Mar.
• Corradin, Stefano & Sundaresan, Suresh, 2022, "LOLR policies, banks’ borrowing capacities and funding structures," Working Paper Series, European Central Bank, number 2738, Oct.
• Ampudia, Miguel & Busetto, Filippo & Fornari, Fabio, 2022, "Chronicle of a death foretold: does higher volatility anticipate corporate default?," Working Paper Series, European Central Bank, number 2749, Nov.
• Zhang, Eden Quxian, 2022, "Why are distressed firms acquisitive?," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102126.
• Fu, Xudong & Huang, Minjie & Tang, Tian, 2022, "Duration of executive compensation and maturity structure of corporate debt," Journal of Corporate Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.jcorpfin.2022.102188.
• Gan, Liu & Xia, Xin & Zhang, Hai, 2022, "Debt structure and debt overhang," Journal of Corporate Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jcorpfin.2022.102200.
• Chang, Kiyoung & Kim, Young Sang & Li, Ying & Park, Jong Chool, 2022, "Labor unions and real earnings management," Journal of Corporate Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jcorpfin.2022.102242.
• Ho, Kung-Cheng & Yao, Chia-ling & Zhao, Chenfang & Pan, Zikui, 2022, "Modern health pandemic crises and stock price crash risk," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 448-463, DOI: 10.1016/j.eap.2022.03.010.
• Nieto-Carrillo, Ernesto & Carreira, Carlos & Teixeira, Paulino, 2022, "Giving zombie firms a second chance: An assessment of the reform of the Portuguese insolvency framework," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 156-181, DOI: 10.1016/j.eap.2022.08.003.
• Zhao, Shuping & Xu, Kai & Wang, Zhao & Liang, Changyong & Lu, Wenxing & Chen, Bo, 2022, "Financial distress prediction by combining sentiment tone features," Economic Modelling, Elsevier, volume 106, issue C, DOI: 10.1016/j.econmod.2021.105709.
• Hristov, Atanas, 2022, "Credit spread and the transmission of government purchases shocks," Economic Modelling, Elsevier, volume 107, issue C, DOI: 10.1016/j.econmod.2021.105732.
• Ugur, Mehmet & Solomon, Edna & Zeynalov, Ayaz, 2022, "Leverage, competition and financial distress hazard: Implications for capital structure in the presence of agency costs," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2021.105740.
• Aney, Madhav S. & Banerji, Sanjay, 2022, "Political connections, informational asymmetry, and the efficient resolution of financial distress," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105901.
• Stef, Nicolae, 2022, "How does legal design affect the initiation of a firm's bankruptcy?," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105918.
• Kaya, Orcun, 2022, "Determinants and consequences of SME insolvency risk during the pandemic," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105958.
• Acedański, Jan & Karkowska, Renata, 2022, "Instability spillovers in the banking sector: A spatial econometrics approach," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101694.
• Chen, Ting-Hsuan & Lee, Chien-Chiang & Shen, Chung-Hua, 2022, "Liquidity indicators, early warning signals in banks, and financial crises," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101732.
• Zhang, Xiaoyuan & Zhang, Tianqi, 2022, "Dynamic credit contagion and aggregate loss in networks," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101770.
• Díez, Federico J. & Duval, Romain & Maggi, Chiara, 2022, "Supporting SMEs during COVID-19: The case for targeted equity injections," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110717.
• Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2022, "Intertemporal defaulted bond recoveries prediction via machine learning," European Journal of Operational Research, Elsevier, volume 297, issue 3, pages 1162-1177, DOI: 10.1016/j.ejor.2021.06.047.
• Bastos, João A. & Matos, Sara M., 2022, "Explainable models of credit losses," European Journal of Operational Research, Elsevier, volume 301, issue 1, pages 386-394, DOI: 10.1016/j.ejor.2021.11.009.
• Saengchote, Kanis & Samphantharak, Krislert, 2022, "Banking relationship and default priority in consumer credit: Evidence from Thai microdata," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100904.
• Wang, Chih-Wei & Wu, Yu-Ching & Hsieh, Hsin-Yi & Huang, Po-Hsiang & Lin, Meng-Chieh, 2022, "Does green bond issuance have an impact on climate risk concerns?," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106066.
• Ben Abdesslem, Rim & Chkir, Imed & Dabbou, Halim, 2022, "Is managerial ability a moderator? The effect of credit risk and liquidity risk on the likelihood of bank default," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102044.
• Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022, "The role of asset payouts in the estimation of default barriers," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102091.
• Elsayed, Mohamed & Elshandidy, Tamer & Ahmed, Yousry, 2022, "Corporate failure in the UK: An examination of corporate governance reforms," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102165.
• Lee, Chien-Chiang & Wang, Chih-Wei & Thinh, Bui Tien & Xu, Zhi-Ting, 2022, "Climate risk and bank liquidity creation: International evidence," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102198.
• Nejadmalayeri, Ali & Rosenblum, Aaron, 2022, "Distressed acquirers and the bright side of financial distress," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102303.
• Hu, Nan & Liang, Peng & Liu, Ling & Zhu, Lu, 2022, "The bullwhip effect and credit default swap market: A study based on firm-specific bullwhip effect measure," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102386.
• Sha, Yezhou, 2022, "Rating manipulation and creditworthiness for platform economy: Evidence from peer-to-peer lending," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102393.
• Banna, Hasanul & Mia, Md Aslam & Nourani, Mohammad & Yarovaya, Larisa, 2022, "Fintech-based Financial Inclusion and Risk-taking of Microfinance Institutions (MFIs): Evidence from Sub-Saharan Africa," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102149.
• Verreydt, Mathias & Dewaelheyns, Nico & Van Hulle, Cynthia, 2022, "Time is money: An analysis of the time-to-failure in a flexible reorganization system," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102262.
• Nguyen, Quang Khai, 2022, "Audit committee structure, institutional quality, and bank stability: evidence from ASEAN countries," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102369.
• Abinzano, Isabel & Gonzalez-Urteaga, Ana & Muga, Luis & Sanchez, Santiago, 2022, "Lagged accuracy in credit-risk measures," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102653.
• Li, Hao & Zhang, Xuan & Zhao, Yang, 2022, "ESG and Firm's Default Risk," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102713.
• Torri, Gabriele & Radi, Davide & Dvořáčková, Hana, 2022, "Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102718.
• Gaies, Brahim & Jahmane, Abderrahmane, 2022, "Corporate social responsibility, financial globalization and bank soundness in Europe – Novel evidence from a GMM panel VAR approach," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102772.
• Gan, Liu & Xia, Xin, 2022, "SME financing with a combination contract of investment and guarantee," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103320.
• Arismendi-Zambrano, Juan & Belitsky, Vladimir & Sobreiro, Vinicius Amorim & Kimura, Herbert, 2022, "The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100969.
• Corvino, Raffaele & Fusai, Gianluca, 2022, "Default risk premium and asset prices," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101014.
• Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2022, "Hierarchical contagions in the interdependent financial network," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101037.
• Nurmi, Satu & Vanhala, Juuso & Virén, Matti, 2022, "Are zombies for real? Evidence from zombie dynamics," International Journal of Industrial Organization, Elsevier, volume 85, issue C, DOI: 10.1016/j.ijindorg.2022.102888.
• Tang, Qihe & Tong, Zhiwei & Xun, Li, 2022, "Portfolio risk analysis of excess of loss reinsurance," Insurance: Mathematics and Economics, Elsevier, volume 102, issue C, pages 91-110, DOI: 10.1016/j.insmatheco.2021.11.004.
• Huang, Yin-Siang & Bui, Dien Giau & Lin, Chih-Yung & Robin,, 2022, "The effect of abnormal institutional attention on bank loans," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101458.
• Nguyen, Duc Nguyen & Nguyen, Canh Phuc & Dang, Le Phuong Xuan, 2022, "Uncertainty and corporate default risk: Novel evidence from emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101571.
• Stef, Nicolae & Bissieux, Jean-Joachim, 2022, "Resolution of corporate insolvency during COVID-19 pandemic. Evidence from France," International Review of Law and Economics, Elsevier, volume 70, issue C, DOI: 10.1016/j.irle.2022.106063.
• Stef, Nicolae & Ben Jabeur, Sami & Scherer, Robert F., 2022, "Time to resolve insolvency and political elections," International Review of Law and Economics, Elsevier, volume 72, issue C, DOI: 10.1016/j.irle.2022.106104.
• Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel, 2022, "Opening the black box – Quantile neural networks for loss given default prediction," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106334.
• Ye, Xiaoxia & Yu, Fan & Zhao, Ran, 2022, "Credit derivatives and corporate default prediction," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106418.
• Merton, Robert C. & Thakor, Richard T., 2022, "No-fault default, chapter 11 bankruptcy, and financial institutions," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2021.106066.
• Luo, Pengfei & Tian, Yuan, 2022, "Investment, payout, and cash management under risk and ambiguity," Journal of Banking & Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jbankfin.2022.106551.
• Tran, Nhu & Uzmanoglu, Cihan, 2022, "COVID-19, lockdowns, and the municipal bond market," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106590.
• Rainville, Megan & Unlu, Emre & Wu, Juan Julie, 2022, "How do stronger creditor rights impact corporate acquisition activity and quality?," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106625.
• Dayani, Arash, 2022, "CEO inside debt and mutual fund investment decisions," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106641.
• Im, Hyun Joong & Faff, Robert & Ha, Chang Yong, 2022, "Uncertainty, investment spikes, and corporate leverage adjustments," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106649.
• Epaulard, Anne & Zapha, Chloé, 2022, "Bankruptcy costs and the design of preventive restructuring procedures," Journal of Economic Behavior & Organization, Elsevier, volume 196, issue C, pages 229-250, DOI: 10.1016/j.jebo.2022.02.001.
• Reichel, Lukas & Schmeiser, Hato & Schreiber, Florian, 2022, "On the optimal management of counterparty risk in reinsurance contracts," Journal of Economic Behavior & Organization, Elsevier, volume 201, issue C, pages 374-394, DOI: 10.1016/j.jebo.2022.05.026.
• Décamps, Jean-Paul & Villeneuve, Stéphane, 2022, "Learning about profitability and dynamic cash management," Journal of Economic Theory, Elsevier, volume 205, issue C, DOI: 10.1016/j.jet.2022.105522.
• Agrawal, Ashwini & González-Uribe, Juanita & Martínez-Correa, Jimmy, 2022, "Measuring the ex-ante incentive effects of creditor control rights during bankruptcy reorganization," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 381-408, DOI: 10.1016/j.jfineco.2021.09.020.
• Müller, Karsten, 2022, "Busy bankruptcy courts and the cost of credit," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 824-845, DOI: 10.1016/j.jfineco.2021.08.010.
• Diamond, Douglas W. & Hu, Yunzhi & Rajan, Raghuram G., 2022, "Liquidity, pledgeability, and the nature of lending," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1275-1294, DOI: 10.1016/j.jfineco.2021.05.005.
• Antill, Samuel, 2022, "Do the right firms survive bankruptcy?," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 523-546, DOI: 10.1016/j.jfineco.2021.07.006.
• Campello, Murillo & Connolly, Robert A. & Kankanhalli, Gaurav & Steiner, Eva, 2022, "Do real estate values boost corporate borrowing? Evidence from contract-level data," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 611-644, DOI: 10.1016/j.jfineco.2021.06.021.
• Chaderina, Maria & Weiss, Patrick & Zechner, Josef, 2022, "The maturity premium," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 670-694, DOI: 10.1016/j.jfineco.2021.07.008.
• Benmelech, Efraim & Kumar, Nitish & Rajan, Raghuram, 2022, "The secured credit premium and the issuance of secured debt," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 143-171, DOI: 10.1016/j.jfineco.2022.06.005.
• Gredil, Oleg R. & Kapadia, Nishad & Lee, Jung Hoon, 2022, "On the information content of credit ratings and market-based measures of default risk," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 172-204, DOI: 10.1016/j.jfineco.2022.07.005.
• Chen, Zhiyao & Hackbarth, Dirk & Strebulaev, Ilya A., 2022, "A unified model of distress risk puzzles," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 357-384, DOI: 10.1016/j.jfineco.2021.10.001.
• Benzoni, Luca & Garlappi, Lorenzo & Goldstein, Robert S. & Ying, Chao, 2022, "Debt dynamics with fixed issuance costs," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 385-402, DOI: 10.1016/j.jfineco.2022.07.006.
• Giambona, Erasmo & Lopez-de-Silanes, Florencio & Matta, Rafael, 2022, "Stiffing the creditor: Asset verifiability and bankruptcy," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2022.100962.
• Bunkanwanicha, Pramuan & Di Giuli, Alberta & Salvade, Federica, 2022, "Bank CEO careers after bailouts: The effects of management turnover on bank risk," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2022.100995.
• Brasch, Annika & Eierle, Brigitte & Jarvis, Robin, 2022, "Research and development investments, development costs capitalization, and credit ratings: Exploratory evidence from UK R&D-active private firms," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 48, issue C, DOI: 10.1016/j.intaccaudtax.2022.100485.
• Chang, Chong-Chuo & Yang, Han, 2022, "The role of cash holdings during financial crises," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101733.
• Wu, Dexiang & Cheng, Huihui & Luo, Cuicui & Han, Liyan, 2022, "Does government initiated corporate social responsibility lower the default risk? Evidence from the targeted poverty alleviation campaign in China," Pacific-Basin Finance Journal, Elsevier, volume 76, issue C, DOI: 10.1016/j.pacfin.2022.101881.
• Fischer, Max & Krause, Marko & Lahmann, Alexander & Stimper, Franziska, 2022, "Firm valuation with state dependent COD taxation," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 550-561, DOI: 10.1016/j.qref.2020.10.012.
• Lin, Jyh-Horng & Li, Xuelian & Lin, Panpan, 2022, "Could we rely on credit swap hedging as a substitute for insurer blockchain technology involvement?," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 266-281, DOI: 10.1016/j.iref.2022.02.023.
• Yuan, Kunpeng & Chi, Guotai & Zhou, Ying & Yin, Hailei, 2022, "A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101536.
• Nguyen, Quang Khai, 2022, "Determinants of bank risk governance structure: A cross-country analysis," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101575.
• Tran, Ly Thi Hai, 2022, "Reporting quality and financial leverage: Are qualitative characteristics or earnings quality more important? Evidence from an emerging bank-based economy," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101578.
• Carmona, Pedro & Dwekat, Aladdin & Mardawi, Zeena, 2022, "No more black boxes! Explaining the predictions of a machine learning XGBoost classifier algorithm in business failure," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101649.
• Joel Bowman, 2022, "Consequences of Zombie Businesses: Australia's Experience," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-23, Mar.
• Agrawal, Ashwini & Gonzalez-Uribe, Juanita & Martinez-Correa, Jimmy, 2022, "Measuring the ex-ante incentive effects of creditor control rights during bankruptcy reorganization," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110482, Jan.
• Veraart, Luitgard A. M., 2022, "When does portfolio compression reduce systemic risk?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113638, Jul.
• Angel Barajas & Victor Krakovich & Félix J. López-Iturriaga, 2022, "Survival of Russian banks: how efficient are the control measures?," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 32, issue 3, pages 320-341, September, DOI: 10.1108/EJMBE-12-2021-0329.
• Daniel Tut, 2022, "Debt dynamic, debt dispersion and corporate governance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 4, pages 744-771, July, DOI: 10.1108/IJMF-10-2021-0522.
• Achraf Haddad, 2022, "Effect of board quality on the financial performance of conventional and Islamic banks: international comparative study after the Subprime crisis," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 13, issue 2, pages 399-449, June, DOI: 10.1108/JAEE-01-2021-0004.
• Muhammad Mushafiq & Syed Ahmad Sami & Muhammad Khalid Sohail & Muzammal Ilyas Sindhu, 2022, "Merton-type default risk and financial performance: the dynamic panel moderation of firm size," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 40, issue 2, pages 168-181, January, DOI: 10.1108/JEAS-09-2021-0181.
• Ba Hung Nguyen & Nhat Bao Quyen Pham & Thi Hong Ha Do, 2022, "Determinants of SMEs liquidation: board heterogeneity and applicability of survival models," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 1, pages 138-154, March, DOI: 10.1108/SEF-11-2021-0492.
• George Giannopoulos & Sophia Ali Sardar & Rebecca Salti & Nicos Sykianakis, 2022, "Analyzing Insolvency Prediction Models in the Period Before and After the Financial Crisis: A Case Study on the Example of US Firms," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 12, issue 3, pages 23-45.
• Ali Elminejad, 2022, "Contagious Defaults in Interbank Networks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 72, issue 2, pages 104-123, June.
• Eduard Baumohl & Evzen Kocenda, 2022, "How Firms Survive in European Emerging Markets: A Survey," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/16, Jul, revised Jul 2022.
• Falk Bräuning & Victoria Ivashina & Ali Ozdagli, 2022, "High-Yield Debt Covenants and Their Real Effects," Working Papers, Federal Reserve Bank of Boston, number 22-5, Mar, DOI: 10.29412/res.wp.2022.05.
• Anil K. Jain, 2022, "Financing Repeat Borrowers: Designing Credible Incentives for Today and Tomorrow," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1364, Dec, DOI: 10.17016/IFDP.2022.1364.
• Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Chao Ying, 2022, "Debt Dynamics with Fixed Issuance Costs," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2023-01, Dec.
• Padma Sharma, 2022, "Assessing Regulatory Responses to Banking Crises," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 22-04, May, DOI: 10.18651/RWP2022-04.
• Satyajit Chatterjee & Burcu Eyigungor, 2022, "The Firm Size-Leverage Relationship and Its Implications for Entry and Business Concentration," Working Papers, Federal Reserve Bank of Philadelphia, number 22-07, Mar, DOI: 10.21799/frbp.wp.2022.07.
• Wenli Li & Costas Meghir & Florian Oswald, 2022, "Consumer Bankruptcy, Mortgage Default and Labor Supply," Working Papers, Federal Reserve Bank of Philadelphia, number 22-26, Aug, DOI: 10.21799/frbp.wp.2022.26.
• Daria S. Leonteva, 2022, "Using Market Indicators to Refine Estimates of Corporate Bankruptcy Probabilities," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 74-90, December, DOI: 10.31107/2075-1990-2022-6-74-90.
• Vladislav V. Afanasev & Yulia A. Tarasova, 2022, "Default Prediction for Housing and Utilities Management Firms Using Non-Financial Data," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 91-110, December, DOI: 10.31107/2075-1990-2022-6-91-110.
• Abramov Alexander & Radygin Alexandr & Chernova Maria, 2022, "The Russian Financial Market in 2021," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2022-1197, revised 2022.
• Apevalova Elena & Polezhaeva Natalia, 2022, "Company bankruptcies: current trends," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2022-1212, revised 2022.
• Olga A. Bekirova & Andrey V. Zubarev, 2022, "Estimating the Bankruptcy Probability of Manufacturing Companies Considering Macroeconomic Conditions
  [Оценка Вероятности Банкротства Компаний Обрабатывающей Промышленности С Учетом Макроэкономической Конъюнктуры]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 18-27, December.
• Olga A. Bekirova & Andrey V. Zubarev, 2022, "Оценка Вероятности Банкротства Компаний Обрабатывающей Промышленности С Учетом Макроэкономической Конъюнктуры," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 18-27, December.
• Dean Fantazzini, 2022, "Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death," JRFM, MDPI, volume 15, issue 7, pages 1-34, July.
• Mario Cerrato & Paolo Coccorese & Xuan Zhang, 2022, "Default Risk and the Cross-Section of UK Insurance Firms’ Returns," Working Papers, Business School - Economics, University of Glasgow, number 2022_07, Jun.
• Mario Cerrato & Hormoz Ramian & Shengfeng Mei, 2022, "European firms, Panic Borrowing and Credit Lines Drawdowns: What did we learn from the COVID-19 shock? (updated version February 2023)," Working Papers, Business School - Economics, University of Glasgow, number 2022_12, Nov.
• Carlos Carreira & Joana Lopes, 2022, "The Role of Different Types of Creditors on Zombie Firm Creation," Notas Económicas, Faculty of Economics, University of Coimbra, issue 55, pages 131-142, December, DOI: 10.14195/2183-203X_55_6.
• Ernesto Nieto Carrillo & Carlos Carreira & Paulino Teixeira, 2022, "Giving zombie firms a second chance: An assessment of the reform of the Portuguese insolvency framework," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2022-02, Jan.
• Mattia Guerini & Lionel Nesta & Xavier Ragot & Stefano Schiavo, 2022, "The Zombification of the Economy? Assessing the Effectiveness of French Government Support During COVID-19 Lockdown," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2022-24, Jul.
• Nikolay Nenovsky & Dominique Torre, 2022, "Debates, plans and interventions to overcome the 1931 banking crisis in Romania and Bulgaria," Post-Print, HAL, number hal-03815692, Apr.
• Stéphane Crépey, 2022, "Positive XVAs," Post-Print, HAL, number hal-03910135.
• Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan Taylor, 2022, "Zombies at Large? Corporate Debt Overhang and the Macroeconomy," Post-Print, HAL, number hal-03935641, Oct, DOI: 10.1093/rfs/hhac018.
• Jean-Paul Décamps & Stéphane Villeneuve, 2022, "Learning about profitability and dynamic cash management," Post-Print, HAL, number hal-04164661, DOI: 10.1016/j.jet.2022.105522.
• Mattia Guerini & Lionel Nesta & Xavier Ragot & Stefano Shiavo, 2022, "The Zombification of the Economy? Assessing the Effectiveness of French Government Support During COVID-19 Lockdown," Sciences Po Economics Publications (main), HAL, number hal-03794432, Jul.
• Wenli Li & Costas Meghir & Florian Oswald, 2022, "Consumer Bankrupcty, Mortgage Default and Labor Supply," Sciences Po Economics Publications (main), HAL, number hal-03882830, Mar.
• Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan Taylor, 2022, "Zombies at Large? Corporate Debt Overhang and the Macroeconomy," Sciences Po Economics Publications (main), HAL, number hal-03935641, Oct, DOI: 10.1093/rfs/hhac018.
• Mattia Guerini & Lionel Nesta & Xavier Ragot & Stefano Schiavo, 2022, "The Zombification of the Economy? Assessing the Effectiveness of French Government Support During COVID-19 Lockdown," Sciences Po Economics Publications (main), HAL, number hal-04288928.
• Mattia Guerini & Lionel Nesta & Xavier Ragot & Stefano Shiavo, 2022, "The Zombification of the Economy? Assessing the Effectiveness of French Government Support During COVID-19 Lockdown," Working Papers, HAL, number hal-03794432, Jul.
• Mattia Guerini & Lionel Nesta & Xavier Ragot & Stefano Schiavo, 2022, "The Zombification of the Economy? Assessing the Effectiveness of French Government Support During COVID-19 Lockdown," Working Papers, HAL, number hal-04288928.
• Herbertsson, Alexander, 2022, "Saddlepoint approximations for credit portfolios with stochastic recoveries," Working Papers in Economics, University of Gothenburg, Department of Economics, number 823, Aug.
• Andrey Zubarev & Kirill Shilov, 2022, "Bank Default's Factors Differentiation Based on License Withdrawal Reasons," HSE Economic Journal, National Research University Higher School of Economics, volume 26, issue 1, pages 69-103.
• Yojiro Ito & Daisuke Miyakawa, 2022, "Performance of Exiting Firms in Japan: An Empirical Analysis Using Exit Mode Data," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 22-E-07, May.
• Dirk Hackbarth & Alejandro Rivera & Tak-Yuen Wong, 2022, "Optimal Short-Termism," Management Science, INFORMS, volume 68, issue 9, pages 6477-6505, September, DOI: 10.1287/mnsc.2021.4139.
• Olalekan Olayinka(PhD), 2022, "Corporate Governance and Sustainability Reporting in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 2, pages 77-90, April–Jun.
• Matthew Smith & Francisco Alvarez, 2022, "Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 263-295, January, DOI: 10.1007/s10614-020-10078-2.
• Muhammad Akhtar & Kong Yusheng & Muhammad Haris & Qurat Ul Ain & Hafiz Mustansar Javaid, 2022, "Impact of financial leverage on sustainable growth, market performance, and profitability," Economic Change and Restructuring, Springer, volume 55, issue 2, pages 737-774, May, DOI: 10.1007/s10644-021-09321-z.
• Chris Charalambous & Spiros H. Martzoukos & Zenon Taoushianis, 2022, "Estimating corporate bankruptcy forecasting models by maximizing discriminatory power," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 1, pages 297-328, January, DOI: 10.1007/s11156-021-00995-0.
• Philip Sinnadurai & Norashikin Ismail & Noor Marini Haji-Abdullah, 2022, "Prediction of corporate recovery in Malaysia," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 4, pages 1303-1334, November, DOI: 10.1007/s11156-022-01076-6.
• Ichiro Iwasaki & Evžen Kočenda & Yoshisada Shida, 2022, "Institutions, financial development, and small business survival: evidence from European emerging markets," Small Business Economics, Springer, volume 58, issue 3, pages 1261-1283, March, DOI: 10.1007/s11187-021-00470-z.
• Elena Cefis & Cristina Bettinelli & Alex Coad & Orietta Marsili, 2022, "Understanding firm exit: a systematic literature review," Small Business Economics, Springer, volume 59, issue 2, pages 423-446, August, DOI: 10.1007/s11187-021-00480-x.
• Elena Cefis & Cristina Bettinelli & Alex Coad & Orietta Marsili, 2022, "Correction to: Understanding firm exit: a systematic literature review," Small Business Economics, Springer, volume 59, issue 2, pages 447-447, August, DOI: 10.1007/s11187-021-00530-4.
• Eduard Baumöhl & Evžen Kočenda, 2022, "How Firms Survive in European Emerging Markets: A Survey," Eastern European Economics, Taylor & Francis Journals, volume 60, issue 5, pages 393-417, September, DOI: 10.1080/00128775.2022.2099422.
• Bolaji Tunde Matemilola & Suleiman Ahmed Bhandari & Amin Noordin Bany-Ariffin, 2022, "Impact of Governance Quality on Default Risk of Socially Responsible Firms: International Evidence," Capital Markets Review, Malaysian Finance Association, volume 30, issue 1, pages 37-49.
• Agata Gniadkowska-Szymańska, 2022, "The liquidity of shares and the risk of bankruptcy," Bank i Kredyt, Narodowy Bank Polski, volume 53, issue 6, pages 565-586.
• Zhiguo He & Jian Li, 2022, "Intermediation via Credit Chains," NBER Working Papers, National Bureau of Economic Research, Inc, number 29632, Jan.
• Erik P. Gilje & Jérôme P. Taillard & Linghang Zeng, 2022, "Human Capital Reallocation Across Firms: Evidence from Idiosyncratic Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 29782, Feb.
• Wenli Li & Costas Meghir & Florian Oswald, 2022, "Consumer Bankruptcy, Mortgage Default and Labor Supply," NBER Working Papers, National Bureau of Economic Research, Inc, number 29868, Mar.
• Falk Bräuning & Victoria Ivashina & Ali Ozdagli, 2022, "High-Yield Debt Covenants and Their Real Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 29888, Mar.
• Marco Del Angel & Gary Richardson, 2022, "Independent Regulators and Financial Stability: Evidence from Gubernatorial Campaigns and a Progressive Era Policy Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 29938, Apr.
• Viral V. Acharya & Abhiman Das & Nirupama Kulkarni & Prachi Mishra & Nagpurnanand R. Prabhala, 2022, "Deposit and Credit Reallocation in a Banking Panic: The Role of State-Owned Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 30557, Oct.
• Spiros Bougheas & Adam Hal Spencer, 2022, "Fire sales and ex ante valuation of systemic risk: A financial equilibrium networks approach," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2022/04.
• Spiros Bougheas & Adam Spencer, 2022, "Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 544, Nov.
• Helmut Elsinger & Pirmin Fessler & Stefan Kerbl & Anita Schneider & Martin Schürz & Stefan Wiesinger & Michael Wuggenig, 2022, "Where have all the insolvencies gone?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/22, pages 43-57.
• LuminiÈ›a RUS & Daniela ZÄ‚PODEANU & Carmen SCORÈšE & Sorina MOCIAR-COROIU, 2022, "Indicators And 3r-Type Measures In Overcoming Financial Difficulties Of Companies," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 2, pages 153-165, December.
• Ryan Banerjee & Boris Hofmann, 2022, "Corporate zombies: anatomy and life cycle," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 37, issue 112, pages 757-803.
• Marco Pagano & Josef Zechner, 2022, "COVID-19 and Corporate Finance
  [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]," The Review of Corporate Finance Studies, Society for Financial Studies, volume 11, issue 4, pages 849-879.
• Bo Li & Jacopo Ponticelli, 2022, "Going Bankrupt in China
  [The politics of foreclosures]," Review of Finance, European Finance Association, volume 26, issue 3, pages 449-486.
• Harry DeAngelo & Andrei S Gonçalves & René M Stulz, 2022, "Leverage and Cash Dynamics
  [Is cash negative debt? A hedging perspective on corporate financial policies]," Review of Finance, European Finance Association, volume 26, issue 5, pages 1101-1144.
• John Y Zhu, 2022, "Anticipating Disagreement in Dynamic Contracting
  [An incomplete contracts approach to financial contracting]," Review of Finance, European Finance Association, volume 26, issue 5, pages 1241-1265.
• Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M Taylor, 2022, "Zombies at Large? Corporate Debt Overhang and the Macroeconomy," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 10, pages 4561-4586.
• Cristina-Mihaela Ionescu (Haralambie) & George-Alin Haralambie, 2022, "Capitalization of Accounting Information in the Analysis of the Economic and Financial Position of the Company," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 869-878, Decembrie.
• Beata Gavurova & Sylvia Jencova & Radovan Bacik & Marta Miskufova & Stanislav Letkovsky, 2022, "Artificial intelligence in predicting the bankruptcy of non-financial corporations," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 4, pages 1215-1251, December, DOI: 10.24136/oc.2022.035.
• Van Roosebeke, Bert & Defina, Ryan, 2022, "Deposit Insurance in 2022: Global Trends and Key Emerging Issues," MPRA Paper, University Library of Munich, Germany, number 112096, Feb.
• Van Roosebeke, Bert & Defina, Ryan, 2022, "COVID-19 and Covered Deposits," MPRA Paper, University Library of Munich, Germany, number 112098, Mar.
• Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022, "The role of asset payouts in the estimation of default barriers," MPRA Paper, University Library of Munich, Germany, number 112317, Feb.
• Barragán-Tandapilco, Jonathan Xavier, 2022, "Criptomonedas: ¿beneficio o maleficio para los ecuatorianos?
  [Cryptocurrencies: benefit or harm for ecuadorians?]," MPRA Paper, University Library of Munich, Germany, number 113259.
• Bert, Van Roosebeke & Ryan, Defina, 2022, "COVID-19 and Deposit Insurer Fund Sizes," MPRA Paper, University Library of Munich, Germany, number 113318, Jun.
• Van Roosebeke, Bert & Defina, Ryan, 2022, "How Inflation Impacts Deposit Insurance: Real Coverage and Coverage Ratio," MPRA Paper, University Library of Munich, Germany, number 113319, Aug.
• Tut, Daniel, 2022, "Debt Dynamic, Debt Dispersion and Corporate Governance," MPRA Paper, University Library of Munich, Germany, number 113673, Jun.
• Fantazzini, Dean, 2022, "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper, University Library of Munich, Germany, number 113744.
• Osadchiy, Maksim, 2022, "One-factor model of liquidity risk," MPRA Paper, University Library of Munich, Germany, number 113869, Jul.
• Yang, Bill Huajian, 2022, "Modeling Path-Dependent State Transition by a Recurrent Neural Network," MPRA Paper, University Library of Munich, Germany, number 114188, Aug, revised 18 Jul 2022.
• Bekirova, Olga & Zubarev, Andrey, 2022, "Макроэкономические Факторы Банкротства Компаний Обрабатывающей Отрасли В Российской Федерации
  [Macroeconomic Factors of Corporate Bankruptcy in the Manufacturing Sector in the Russian Federation]," MPRA Paper, University Library of Munich, Germany, number 114968, Sep.
• Bekirova, Olga & Zubarev, Andrey, 2022, "Эконометрический Анализ Факторов Банкротств Российских Компаний В Обрабатывающем Секторе
  [Econometric Analysis of Bankruptcy Factors for Russian Companies in the Manufacturing Industry]," MPRA Paper, University Library of Munich, Germany, number 114969, Jun.
• Bekirova, Olga & Zubarev, Andrey, 2022, "Факторы Риска, Прибыльности И Вероятности Дефолта В Российском Банковском Секторе
  [Determinants of risk, profitability and probability of default for Russian banking sector]," MPRA Paper, University Library of Munich, Germany, number 115164, Oct.
• Van Roosebeke, Bert & Defina, Ryan, 2022, "How Deposit Insurers Account for Inflation: Practices and Existing Guidance," MPRA Paper, University Library of Munich, Germany, number 115377, Nov.
• Hernandez, Carlos Eduardo & Tovar, Jorge & Caballero/Argáez, Carlos, 2022, "Tunneling when Regulation is Lax: The Colombian Banking Crisis of the 1980s," MPRA Paper, University Library of Munich, Germany, number 115662, Dec.
• Van Roosebeke, Bert & Defina, Ryan, 2022, "Central Bank Digital Currencies: A Review of Operating Models and Design Issues," MPRA Paper, University Library of Munich, Germany, number 116240, Dec.

2021

• Do Thi Thanh Nhan & Kim-Hung Pho & Dang Thi Van Anh & Michael McAleer, 2021, "The Safety of Banks in Vietnam Using CAMEL," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 2, pages 158-192, June.
• Le Ngoc Thuy Trang & Do Thi Thanh Nhan & Nguyen Thi Nhu Hao & Wing-Keung Wong, 2021, "Does Bank Liquidity Risk Lead To Bank'S Operational Efficiency? A Study In Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 4, pages 46-88, December.
• Comincioli, Nicola & Panteghini, Paolo M. & Vergalli, Sergio, , "The start-up decision under default risk," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 314929, DOI: 10.22004/ag.econ.314929.
• Furkan Yıldırım, 2021, "Banking Soundness Index for Turkey: The Principal Component Analysis Approach," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 3, pages 845-861, DOI: 10.30784/epfad.991688.
• Matthias Kaldorf & Florian Wicknig, 2021, "Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 123, Oct.
• Matthew O. Jackson & Agathe Pernoud, 2021, "Systemic Risk in Financial Networks: A Survey," Annual Review of Economics, Annual Reviews, volume 13, issue 1, pages 171-202, August, DOI: 10.1146/annurev-economics-083120-11.