Predicting failure risk using financial ratios: Quantile hazard model approach
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DOI: 10.1016/j.najef.2018.01.005
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Cited by:
- Tomasz Korol, 2019. "Dynamic Bankruptcy Prediction Models for European Enterprises," JRFM, MDPI, vol. 12(4), pages 1-15, December.
- Chen, Cathy W.S. & Dong, Manh Cuong & Liu, Nathan & Sriboonchitta, Songsak, 2019. "Inferences of default risk and borrower characteristics on P2P lending," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Theodore Metaxas & Athanasios Romanopoulos, 2023. "A Literature Review on the Financial Determinants of Hotel Default," JRFM, MDPI, vol. 16(7), pages 1-19, July.
- Lawrence, Akvile & Karlsson, Magnus & Nehler, Therese & Thollander, Patrik, 2019. "Effects of monetary investment, payback time and firm characteristics on electricity saving in energy-intensive industry," Applied Energy, Elsevier, vol. 240(C), pages 499-512.
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More about this item
Keywords
Default risk; Discrete hazard model; Quantile hazard model; LASSO; Industrial dummy variables;All these keywords.
JEL classification:
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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