A Dual Early Warning Model of Bank Distress
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- Papanikolaou, Nikolaos I., 2018. "A dual early warning model of bank distress," Economics Letters, Elsevier, vol. 162(C), pages 127-130.
References listed on IDEAS
- 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.
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- Shumway, Tyler, 2001. "Forecasting Bankruptcy More Accurately: A Simple Hazard Model," The Journal of Business, University of Chicago Press, vol. 74(1), pages 101-124, January.
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- Citterio, Alberto, 2024. "Bank failure prediction models: Review and outlook," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
- Grodecka-Messi, Anna & Kenny, Seán & Ögren, Anders, 2021.
"Predictors of bank distress: The 1907 crisis in Sweden,"
Explorations in Economic History, Elsevier, vol. 80(C).
- Grodecka, Anna & Kenny, Seán & Ögren, Anders, 2018. "Predictors of Bank Distress:The 1907 Crisis in Sweden," Working Paper Series 358, Sveriges Riksbank (Central Bank of Sweden).
- Grodecka, Anna & Kenny, Seán & Ögren, Anders, 2018. "Predictors of Bank Distress: The 1907 Crisis in Sweden," Lund Papers in Economic History 180, Lund University, Department of Economic History.
- Evžen Kočenda & Ichiro Iwasaki, 2022.
"Bank survival around the world: A meta‐analytic review,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 108-156, February.
- Evzen Kocenda & Ichiro Iwasaki, 2021. "Bank Survival Around the World: A Meta-Analytic Review," Working Papers IES 2021/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2021.
- Kočenda, Evžen & Iwasaki, Ichiro, 2021. "Bank Survival Around the World A Meta‐Analytic Review," CEI Working Paper Series 2021-02, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Elena G. Shershneva, Min Zhou Hao, 2024. "Russian Banks Financial Stability Loss Diagnostic: Multidimensional Logit-Model Approach," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(2), pages 476-498.
- Irfan Nurfalah & Aam Slamet Rusydiana & Nisful Laila & Eko Fajar Cahyono, 2018. "Early Warning to Banking Crises in the Dual Financial System in Indonesia: The Markov Switching Approach التحذير المبكر من الأزمات المصرفية في النظام المالي المزدوج في إندونيسيا: مقاربة ماركوف للتحويل," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 31(2), pages 133-156, July.
- Fiordelisi, Franco & Minnucci, Federica & Previati, Daniele & Ricci, Ornella, 2020. "Bail-in regulation and stock market reaction," Economics Letters, Elsevier, vol. 186(C).
- Elena G. Shershneva, 2024. "CAMELS parameters’ impact on the risk of losing financial stability: The case of Russian banks," Journal of New Economy, Ural State University of Economics, vol. 25(2), pages 130-152, July.
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More about this item
Keywords
financial crisis; bank distress; early warning model; forecasting power;All these keywords.
JEL classification:
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2017-11-26 (Banking)
- NEP-RMG-2017-11-26 (Risk Management)
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