The influence of the business cycle on bankruptcy probability
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Cited by:
- Van Laere, Elisabeth & Baesens, Bart, 2010. "The development of a simple and intuitive rating system under Solvency II," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 500-510, June.
- James W. Kolari & Ivan Pastor Sanz, 2017. "Systemic risk measurement in banking using self-organizing maps," Journal of Banking Regulation, Palgrave Macmillan, vol. 18(4), pages 338-358, November.
- Alessandro Zeli, 2014. "The financial distress indicators trend in Italy: an analysis of medium-size enterprises," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 199-221, December.
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Documents de travail du Centre d'Economie de la Sorbonne
16016, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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More about this item
Keywords
bankruptcy prediction; macroeconomic environment; financial ratios; logit model;All these keywords.
JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2006-09-30 (Business Economics)
- NEP-FIN-2006-09-30 (Finance)
- NEP-FMK-2006-09-30 (Financial Markets)
- NEP-MAC-2006-09-30 (Macroeconomics)
- NEP-RMG-2006-09-30 (Risk Management)
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