AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s
Download full text from publisher
Other versions of this item:
- Hunter, John & Isachenkova, Natalia, 2006. "Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s," Journal of Policy Modeling, Elsevier, vol. 28(8), pages 911-919, November.
- John Hunter, 2003. "AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s," Economics and Finance Discussion Papers 03-09, Economics and Finance Section, School of Social Sciences, Brunel University.
- John Hunter & Natalia Isachenkova, 2004. "Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s," Money Macro and Finance (MMF) Research Group Conference 2004 74, Money Macro and Finance Research Group.
References listed on IDEAS
- Hunter, John & Isachenkova, Natalia, 2001. "Failure risk: A comparative study of UK and Russian firms," Journal of Policy Modeling, Elsevier, vol. 23(5), pages 511-521, July.
- Goudie, A W & Meeks, G, 1991. "The Exchange Rate and Company Failure in a Macro-Micro Model of the UK Company Sector," Economic Journal, Royal Economic Society, vol. 101(406), pages 444-457, May.
- Merton, Robert C, 1974.
"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
Journal of Finance,
American Finance Association, vol. 29(2), pages 449-470, May.
- Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Robson, Martin T, 1996. "Macroeconomic Factors in the Birth and Death of U.K. Firms: Evidence from Quarterly VAT Registrations," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(2), pages 170-188, June.
- Simmons, Peter, 1989. "Bad Luck and Fixed Costs in Personal Bankruptcies," Economic Journal, Royal Economic Society, vol. 99(394), pages 92-107, March.
- Young, Garry, 1995. "Company Liquidations, Interest Rates and Debt," The Manchester School of Economic & Social Studies, University of Manchester, vol. 63(0), pages 57-69, Suppl..
- Natalia Isachenkova & John Hunter, 2002.
"A Panel Analysis Of UK Industrial Company Failure,"
wp228, Centre for Business Research, University of Cambridge.
- JOHN HUNTER & Natalia Isachenkova, 2003. "A Panel Analysis Of Uk Industrial Company Failure," Economics and Finance Discussion Papers 03-10, Economics and Finance Section, School of Social Sciences, Brunel University.
- JOHN HUNTER & Natalia Isachenkova, 2003. "A Panel Analysis Of Uk Industrial Company Failure," Public Policy Discussion Papers 03-10, Economics and Finance Section, School of Social Sciences, Brunel University.
- Philip Bunn & Victoria Redwood, 2003. "Company accounts based modelling of business failures and the implications for financial stability," Bank of England working papers 210, Bank of England.
- Timothy Dunne & Mark J. Roberts & Larry Samuelson, 1989.
"The Growth and Failure of U. S. Manufacturing Plants,"
The Quarterly Journal of Economics,
Oxford University Press, vol. 104(4), pages 671-698.
- Dunne, T. & Roberts, M.J. & Samuelson, L., 1988. "The Growth And Failure Of U.S. Manufacturing Plants," Papers 1-87-5, Pennsylvania State - Department of Economics.
- Sudarsanam, P. S. & Taffler, R. J., 1995. "Financial ratio proportionality and inter-temporal stability: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 19(1), pages 45-60, April.
- Lambrecht, Bart M, 2001. "The Impact of Debt Financing on Entry and Exit in a Duopoly," Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 765-804.
- Mark P. Taylor, 1995. "The Economics of Exchange Rates," Journal of Economic Literature, American Economic Association, vol. 33(1), pages 13-47, March.
- Wadhwani, Sushil B, 1986. "Inflation, Bankruptcy, Default Premia and the Stock Market," Economic Journal, Royal Economic Society, vol. 96(381), pages 120-138, March.
- Peel, MJ & Peel, DA & Pope, PF, 1986. "Predicting corporate failure-- Some results for the UK corporate sector," Omega, Elsevier, vol. 14(1), pages 5-12.
- repec:bla:joares:v:4:y:1966:i::p:71-111 is not listed on IDEAS
- Gertjan W. Vlieghe, 2001. "Indicators of fragility in the UK corporate sector," Bank of England working papers 146, Bank of England.
- Sarno,Lucio & Taylor,Mark P., 2003. "The Economics of Exchange Rates," Cambridge Books, Cambridge University Press, number 9780521485845.
- repec:bla:joares:v:18:y:1980:i:1:p:109-131 is not listed on IDEAS
- Hamer, Michelle M., 1983. "Failure prediction: Sensitivity of classification accuracy to alternative statistical methods and variable sets," Journal of Accounting and Public Policy, Elsevier, vol. 2(4), pages 289-307.
- Palepu, Krishna G., 1986. "Predicting takeover targets : A methodological and empirical analysis," Journal of Accounting and Economics, Elsevier, vol. 8(1), pages 3-35, March.
- Moulton, Brent R, 1990. "An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Unit," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 334-338, May.
- Cuthbertson, Keith & Hudson, John, 1996. "The Determinants of Compulsory Liquidation in the U.K," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(3), pages 298-308, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chakraborty, Indrani, 2013. "Does capital structure depend on group affiliation? An analysis of Indian firms," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 110-120.
- Gregoriou, Andros & Hunter, John & Wu, Feng, 2009. "An empirical investigation of the relationship between the real economy and stock returns for the United States," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 133-143.
- Hunter, John & Wu, Feng, 2014. "Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies," Economic Modelling, Elsevier, vol. 36(C), pages 557-565.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-07-18 (All new papers)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bru:bruppp:03-09. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.