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Citations for "Separating the likelihood and timing of bank failure"

by Cole, Rebel A. & Gunther, Jeffery W.

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  1. Koetter, Michael & Bos, Jaap W. B. & Heid, Frank & Kool, Clemens J. M. & Kolari, James W. & Porath, Daniel, 2005. "Accounting for distress in bank mergers," Discussion Paper Series 2: Banking and Financial Studies 2005,09, Deutsche Bundesbank, Research Centre.
  2. John A. Tatom & Reza Houston, 2011. "Predicting Failure in the Commercial Banking Industry," NFI Working Papers 2011-WP-27, Indiana State University, Scott College of Business, Networks Financial Institute.
  3. Peresetsky, Anatoly A. & Karminsky, Alexandr A. & Golovan, Sergei V., 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition.
  4. Jeffery W. Gunther & Linda M. Hooks & Kenneth J. Robinson, 1997. "Adverse selection and competing deposit insurance systems in pre-depression Texas," Financial Industry Studies Working Paper 97-4, Federal Reserve Bank of Dallas.
  5. Li, Guo & Shaffer, Sherrill, 2015. "Reciprocal brokered deposits, bank risk, and recent deposit insurance policy," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 366-384.
  6. Fungácová, Zuzana & Turk Ariss, Rima & Weill, Laurent, 2013. "Does excessive liquidity creation trigger bank failures?," BOFIT Discussion Papers 2/2013, Bank of Finland, Institute for Economies in Transition.
  7. Chernykh, Lucy & Cole, Rebel A., 2015. "How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal," Journal of Financial Stability, Elsevier, vol. 20(C), pages 131-143.
  8. Kick, Thomas & Pfingsten, Andreas, 2011. "The importance of qualitative risk assessment in banking supervision before and during the crisis," Discussion Paper Series 2: Banking and Financial Studies 2011,09, Deutsche Bundesbank, Research Centre.
  9. Yang Ni & Shasha Guo & David E. Giles, 2009. "Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China," Econometrics Working Papers 0905, Department of Economics, University of Victoria.
  10. Francis, William, 2014. "UK deposit-taker responses to the financial crisis: what are the lessons?," Bank of England working papers 501, Bank of England.
  11. Calice, Pietro, 2014. "Predicting bank insolvency in the Middle East and North Africa," Policy Research Working Paper Series 6969, The World Bank.
  12. De Graeve, F. & Kick, T. & Koetter, M., 2008. "Monetary policy and financial (in)stability: An integrated micro-macro approach," Journal of Financial Stability, Elsevier, vol. 4(3), pages 205-231, September.
  13. Paola Bongini & Stijn Claessens & Giovanni Ferri, 2001. "The Political Economy of Distress in East Asian Financial Institutions," Journal of Financial Services Research, Springer, vol. 19(1), pages 5-25, February.
  14. Berger, Allen N. & Bouwman, Christa H.S., 2013. "How does capital affect bank performance during financial crises?," Journal of Financial Economics, Elsevier, vol. 109(1), pages 146-176.
  15. Brendan Cushing-Daniels, 2005. "Even the errors discrimenate: How the split-population model of criminal recidivism makes justice even less colorblind," The Review of Black Political Economy, Springer, vol. 33(1), pages 25-39, September.
  16. Bongini, Paola & Ferri, Giovanni & Tae Soo Kang, 2000. "Financial intermediary distress in the Republic of Korea - Small is beautiful?," Policy Research Working Paper Series 2332, The World Bank.
  17. Thorsten Beck, 2007. "Bank Concentration and Fragility. Impact and Mechanics," NBER Chapters, in: The Risks of Financial Institutions, pages 193-234 National Bureau of Economic Research, Inc.
  18. De Graeve, Ferre & Kick, Thomas, 2008. "Monetary policy and bank distress: an integrated micro-macro approach," Discussion Paper Series 2: Banking and Financial Studies 2008,03, Deutsche Bundesbank, Research Centre.
  19. Pierluigi Bologna, 2011. "Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?," IMF Working Papers 11/180, International Monetary Fund.
  20. Cole, Rebel A. & Wu, Qiongbing, 2009. "Is hazard or probit more accurate in predicting financial distress? Evidence from U.S. bank failures," MPRA Paper 24688, University Library of Munich, Germany, revised 01 Aug 2010.
  21. Efthyvoulou, Georgios & Yildirim, Canan, 2014. "Market power in CEE banking sectors and the impact of the global financial crisis," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 11-27.
  22. Jérôme Coffinet & Adrian Pop & Muriel Tiesset, 2010. "Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics," Working Papers hal-00547744, HAL.
  23. Bos, J.W.B. & Koetter, M. & Kolari, J.W. & Kool, C.J.M., 2009. "Effects of heterogeneity on bank efficiency scores," European Journal of Operational Research, Elsevier, vol. 195(1), pages 251-261, May.
  24. Sherrill Shaffer, 2012. "Bank Failure Risk: Different Now?," CAMA Working Papers 2012-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  25. Zuzana Fungacova & Rima Turk & Laurent Weill, 2015. "High Liquidity Creation and Bank Failures," IMF Working Papers 15/103, International Monetary Fund.
  26. Guo Li & Lee Sanning & Sherrill Shaffer, 2009. "Statistical Opacity In The U.S. Banking Industry," CAMA Working Papers 2009-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  27. Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," MPRA Paper 31329, University Library of Munich, Germany.
  28. Calomiris, Charles W. & Mason, Joseph R. & Weidenmier, Marc & Bobroff, Katherine, 2013. "The effects of reconstruction finance corporation assistance on Michigan's banks' survival in the 1930s," Explorations in Economic History, Elsevier, vol. 50(4), pages 526-547.
  29. Liu, Wei & Kolari, James W. & Kyle Tippens, T. & Fraser, Donald R., 2013. "Did capital infusions enhance bank recovery from the great recession?," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5048-5061.
  30. Koetter, Michael & Kick, Thomas, 2007. "Slippery slopes of stress: ordered failure events in German banking," Discussion Paper Series 2: Banking and Financial Studies 2007,03, Deutsche Bundesbank, Research Centre.
  31. Sahminan, Sahminan, 2007. "Effects of exchange rate depreciation on commercial bank failures in Indonesia," Journal of Financial Stability, Elsevier, vol. 3(2), pages 175-193, July.
  32. Arena, Marco, 2008. "Bank failures and bank fundamentals: A comparative analysis of Latin America and East Asia during the nineties using bank-level data," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 299-310, February.
  33. Andrew Logan, 2001. "The United Kingdom's small banks' crisis of the early 1990s: what were the leading indicators of failure?," Bank of England working papers 139, Bank of England.
  34. Foreman, R. Dean, 2003. "A logistic analysis of bankruptcy within the US local telecommunications industry," Journal of Economics and Business, Elsevier, vol. 55(2), pages 135-166.
  35. Sahut, Jean-Michel & Mili, Mehdi, 2011. "Banking distress in MENA countries and the role of mergers as a strategic policy to resolve distress," Economic Modelling, Elsevier, vol. 28(1), pages 138-146.
  36. Papanikolaou, Nikolaos I. & Wolff, Christian C, 2015. "Does the CAMEL bank ratings system follow a procyclical pattern?," CEPR Discussion Papers 10965, C.E.P.R. Discussion Papers.
  37. Pierluigi Bologna, 2015. "Structural Funding and Bank Failures," Journal of Financial Services Research, Springer, vol. 47(1), pages 81-113, February.
  38. Carree, Martin A., 2003. "A hazard rate analysis of Russian commercial banks in the period 1994-1997," Economic Systems, Elsevier, vol. 27(3), pages 255-269, September.
  39. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2006. "Bank concentration, competition, and crises: First results," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1581-1603, May.
  40. Park, Sangkyun & Peristiani, Stavros, 2007. "Are bank shareholders enemies of regulators or a potential source of market discipline?," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2493-2515, August.
  41. Betz, Frank & Oprica, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2013. "Predicting distress in European banks," Working Paper Series 1597, European Central Bank.
  42. Steven Ongena, 1999. "Lending Relationships, Bank Default and Economic Activity," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 6(2), pages 257-280.
  43. Ehab Zaki & Rahim Bah & Ananth Rao, 2011. "Assessing probabilities of financial distress of banks in UAE," International Journal of Managerial Finance, Emerald Group Publishing, vol. 7(3), pages 304-320, June.
  44. Konstandina Natalia, 2006. "Probability of Bank Failure: The Russian Case," EERC Working Paper Series 06-01e, EERC Research Network, Russia and CIS.
  45. Allen N. Berger & Richard J. Herring & Giorgio P. Szego, 1995. "The role of capital in financial institutions," Finance and Economics Discussion Series 95-23, Board of Governors of the Federal Reserve System (U.S.).
  46. Rebel Cole & Lawrence White, 2012. "Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around," Journal of Financial Services Research, Springer, vol. 42(1), pages 5-29, October.
  47. Rebel Cole & Jeffery Gunther, 1998. "Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems," Journal of Financial Services Research, Springer, vol. 13(2), pages 103-117, April.
  48. Gaul, Lewis & Palvia, Ajay, 2013. "Are regulatory management evaluations informative about bank accounting returns and risk?," Journal of Economics and Business, Elsevier, vol. 66(C), pages 1-21.
  49. Florian Schaffner, 2015. "Predicting US bank failures with internet search volume data," ECON - Working Papers 214, Department of Economics - University of Zurich.
  50. Davide Furceri & Stéphanie Guichard & Elena Rusticelli, 2011. "Episodes of Large Capital Inflows and the Likelihood of Banking and Currency Crises and Sudden Stops," OECD Economics Department Working Papers 865, OECD Publishing.
  51. Jérôme Coffinet & Adrian Pop & Muriel Tiesset, 2013. "Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics," Journal of Financial Services Research, Springer, vol. 44(3), pages 229-257, December.
  52. Marcelo Dabós & Walter Sosa Escudero, 2004. "Explaining and predicting bank failure using duration models: the case of Argentina after the Mexican crisis," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 19(1), pages 31-49, June.
  53. Tigran Poghosyan & Martin Čihak, 2011. "Determinants of Bank Distress in Europe: Evidence from a New Data Set," Journal of Financial Services Research, Springer, vol. 40(3), pages 163-184, December.
  54. Joseph Mason, 2001. "Do Lender of Last Resort Policies Matter? The Effects of Reconstruction Finance Corporation Assistance to Banks During the Great Depression," Journal of Financial Services Research, Springer, vol. 20(1), pages 77-95, September.
  55. Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J., 2013. "Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4879-4892.
  56. Klaus Schaeck, 2008. "Bank Liability Structure, FDIC Loss, and Time to Failure: A Quantile Regression Approach," Journal of Financial Services Research, Springer, vol. 33(3), pages 163-179, June.
  57. Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 30(2), pages 49-64.
  58. Derek-Teshun Huang & Betty Chang & Zhien-Chia Liu, 2012. "Bank failure prediction models: for the developing and developed countries," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(2), pages 553-558, February.
  59. Shaffer, Sherrill, 2012. "Reciprocal brokered deposits and bank risk," Economics Letters, Elsevier, vol. 117(2), pages 383-385.
  60. Canan Yildirim & Georgios Efthyvoulou, 2016. "Bank Value and Geographic Diversification: Regional vs Global," Working Papers 2016001, The University of Sheffield, Department of Economics.
  61. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
  62. Robert Darin & John R. Walter, 1994. "Were bank examiners too strict with New England and California banks?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 25-47.
  63. Arturo Estrella & Sangkyun Park & Stavros Peristiani, 2000. "Capital ratios as predictors of bank failure," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 33-52.
  64. Gerhard Hambusch & Sherrill Shaffer, 2012. "Forecasting Bank Leverage," Research Paper Series 320, Quantitative Finance Research Centre, University of Technology, Sydney.
  65. Balla, Eliana & Prescott, Edward Simpson & Walter, John R., 2015. "Did the Financial Reforms of the Early 1990s Fail? A Comparison of Bank Failures and FDIC Losses in the 1986-92 and 2007-13 Periods," Working Paper 15-5, Federal Reserve Bank of Richmond.
  66. Marianne Gizycki, 2001. "The Effect of Macroeconomic Conditions on Banks’ Risk and Profitability," RBA Research Discussion Papers rdp2001-06, Reserve Bank of Australia.
  67. Li, Xiaofei & Escalante, Cesar L. & Epperson, James E. & Gunter, Lewell F., 2012. "Agricultural Banking and Early Warning Models for the Bank Failures of the Late 2000s Great Recession," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama 119656, Southern Agricultural Economics Association.
  68. Daniel C. Hardy & Ceyla Pazarbasioglu, 1999. "Determinants and Leading Indicators of Banking Crises: Further Evidence," IMF Staff Papers, Palgrave Macmillan, vol. 46(3), pages 1.
  69. DeYoung, Robert & Torna, Gökhan, 2013. "Nontraditional banking activities and bank failures during the financial crisis," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 397-421.
  70. Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mathieu, Robert, 2013. "Impact of FDICIA internal controls on bank risk taking," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 614-624.
  71. Henderson, Christopher & Lang, William W. & Jackson, William E., 2015. "Insider bank runs: community bank fragility and the financial crisis of 2007," Working Papers 15-9, Federal Reserve Bank of Philadelphia.
  72. Anca Podpiera & Jiri Podpiera, 2005. "Deteriorating Cost Efficiency in Commercial Banks Signals an Increasing Risk of Failure," Working Papers 2005/06, Czech National Bank, Research Department.
  73. Männasoo, Kadri & Mayes, David G., 2009. "Explaining bank distress in Eastern European transition economies," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 244-253, February.
  74. Cole, Rebel A. & Fenn, George W., 1996. "The role of commercial real estate investments in the banking crisis of 1985-92," MPRA Paper 24692, University Library of Munich, Germany, revised 01 Nov 2008.
  75. Robert DeYoung, 1999. "Birth, growth, and life or death of newly chartered banks," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 18-35.
  76. Adriana Soares Sales & Maria Eduarda Tannuri-Pianto, 2007. "Explaining Bank Failures in Brazil: Micro, Macro and Contagion Effects (1994-1998)," Working Papers Series 147, Central Bank of Brazil, Research Department.
  77. Niinimaki, J. -P., 2001. "Intertemporal diversification in financial intermediation," Journal of Banking & Finance, Elsevier, vol. 25(5), pages 965-991, May.
  78. repec:erf:erfstu:78 is not listed on IDEAS
  79. Guo, Lin, 1999. "When and why did FSLIC resolve insolvent thrifts?," Journal of Banking & Finance, Elsevier, vol. 23(6), pages 955-990, June.
  80. David G. Mayes & Hanno Stremmel, 2014. "The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  81. Massimo Libertucci & Francesco Piersante, 2012. "Start-up banks� default and the role of capital," Temi di discussione (Economic working papers) 890, Bank of Italy, Economic Research and International Relations Area.
  82. Lin, Ching-Chung & Yang, Shou-Lin, 2016. "Bank fundamentals, economic conditions, and bank failures in East Asian countries," Economic Modelling, Elsevier, vol. 52(PB), pages 960-966.
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