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The impact of COVID-19 and its policy responses on local economy and health conditions
Gungoraydinoglu, Ali; Öztekin, Ilke; Öztekin, Özde - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-27
US states have implemented lockdown measures to contain the COVID-19 pandemic. We assess the impact of state policy responses on local economic and health conditions, with the goal to shed light on marginal health benefits and economic costs associated with social distancing. We find that...
Persistent link: https://www.econbiz.de/10012587672
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The role of board independence and ownership structure in improving the efficacy of corporate financial distress prediction model : evidence from India
Shetty, Shilpa H.; Vincent, Theresa Nithila - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-13
measures. For this, sample data consisted of 82 companies that had filed for bankruptcy under the Insolvency and Bankruptcy … sample size was 164 companies. Data for five years immediately preceding the bankruptcy filing was collected for the sample …
Persistent link: https://www.econbiz.de/10012626240
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Predicting insolvency of the construction companies in the creditworthiness assessment process : empirical evidence from Poland
Balina, Rafał; Idasz-Balina, Marta; Achsani, Noer Azam - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-16
environment. That is why the problem of insolvency and bankruptcy prediction has been the subject of numerous studies focused on … effectively used in practice to analyze and signal the risk of insolvency and bankruptcy of a construction firms. Also, the …
Persistent link: https://www.econbiz.de/10012628749
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Bankruptcy prediction using machine learning techniques
Shetty, Shekar; Musa, Mohamed; Brédart, Xavier - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-10
), support vector machine (SVM), and a deep neural network to predict bankruptcy using easily obtainable financial data of 3728 …
Persistent link: https://www.econbiz.de/10012814176
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Crypto exchanges and credit risk : modeling and forecasting the probability of closure
Fantazzini, Dean; Calabrese, Raffaella - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-23
While there is increasing interest in crypto assets, the credit risk of these exchanges is still relatively unexplored. To fill this gap, we considered a unique dataset of 144 exchanges, active from the first quarter of 2018 to the first quarter of 2021. We analyzed the determinants surrounding...
Persistent link: https://www.econbiz.de/10012794905
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The evolution of arrears among US households 1995-2013
Grant, Charles B. - In: Journal of risk and financial management : JRFM 14 (2021) 2/43, pp. 1-40
. Following bankruptcy reform, wealthier households under 50 reduced their arrears between 2004 and 2007. During the sub …
Persistent link: https://www.econbiz.de/10012417803
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Bankruptcy prediction with the use of data envelopment analysis : an empirical study of Slovak businesses
Štefko, Róbert; Horváthová, Jarmila; Mokrišová, … - In: Journal of risk and financial management : JRFM 13 (2020) 9/212, pp. 1-15
The paper deals with methods of predicting bankruptcy of a business with the aim of choosing a prediction method which … will have exact results. Existing bankruptcy prediction models are a suitable tool for predicting the financial …
Persistent link: https://www.econbiz.de/10012384409
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Support vector machine methods and artificial neural networks used for the development of bankruptcy prediction models and their comparison
Horák, Jakub; Vrbka, Jaromir; Suler, Petr - In: Journal of risk and financial management : JRFM 13 (2020) 3/60, pp. 1-15
Bankruptcy prediction is always a topical issue. The activities of all business entities are directly or indirectly … affected by various external and internal factors that may influence a company in insolvency and lead to bankruptcy. It is … to create a model for predicting potential bankruptcy of companies using suitable classification methods, namely Support …
Persistent link: https://www.econbiz.de/10012302458
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Corporate financial distress of industry level listings in Vietnam
Duc Hong Vo; Binh Ninh Vo Pham; Chi Minh Ho; McAleer, … - In: Journal of risk and financial management : JRFM 12 (2019) 4/155, pp. 1-17
Any critical analysis of the corporate financial distress of listed firms in international exchange would be incomplete without a serious dissection at the industry level, because of the different levels of risks concerned. This paper considers the financial distress of listed firms at the...
Persistent link: https://www.econbiz.de/10012173012
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Cross-country application of manufacturing failure models
Tomczak, Sebastian Klaudiusz; Staszkiewicz, Piotr - In: Journal of risk and financial management : JRFM 13 (2020) 2/34, pp. 1-10
The post-Altman models suffer from moral amortization. This paper asks whether models developed in one country can be applied in other economies. One of the characteristics of the prediction model is that a date drives the estimation. Thus, the estimated model based on one economy is not...
Persistent link: https://www.econbiz.de/10012173748