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Securitization in Turkish banking system
Aysan, Ahmet Faruk; Rengifo, Erick William; Ozsoz, Emre - 2012
By using data from 8 depository institutions in Turkey we evaluate the drivers of securitization between 2004 and 2009. Our analysis shows that previous period securitization as well as bank equity, level of profits and asset size are important factors in a bank’s decision to securitize its...
Persistent link: https://www.econbiz.de/10015230729
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Democratic transition and foreign direct investment: Transition process matters
Derbali, Ahmed; Trabelsi Masmoudi, Lilia; Zitouna, Habib - 2015
This paper provides evidence on the relationship between foreign direct investment (FDI) and democratic transition. We propose first an econometric analysis of the determinants of the democratization process through a "probit" model. We consider a sample of 173 countries, with 44 that have...
Persistent link: https://www.econbiz.de/10015248643
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Democratic transition and foreign direct investment: Transition process matters
Derbali, Ahmed; Trabelsi Masmoudi, Lilia; Zitouna, Habib - 2015
This paper provides evidence on the relationship between foreign direct investment (FDI) and democratic transition. We propose first an econometric analysis of the determinants of the democratization process through a "probit" model. We consider a sample of 173 countries, with 44 that have...
Persistent link: https://www.econbiz.de/10015255201
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Democratic transition and foreign direct investment: Transition process matters
Derbali, Ahmed; Trabelsi Masmoudi, Lilia; Zitouna, Habib - 2015
This paper provides evidence on the relationship between foreign direct investment (FDI) and democratic transition. We propose first an econometric analysis of the determinants of the democratization process through a "probit" model. We consider a sample of 173 countries, with 44 that have...
Persistent link: https://www.econbiz.de/10015255241
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Modelos de credit scoring: qué, cómo, cuándo y para qué
Gutierrez Girault, Matias Alfredo - 2007
Introduced in the 70’s, credit scoring techniques became widespread in the 90’s thanks to the development of better … originate credits. Credit scoring models are algorithms that in a mechanical way assess the credit risk of a loan applicant or … are focused on the borrower’s creditworthiness or credit risk, regardless of his interaction with the rest of the …
Persistent link: https://www.econbiz.de/10015217655
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Эконометрический анализ факторов банкротств российских компаний в обрабатывающем секторе
Bekirova, Olga; Zubarev, Andrey - 2022
This work is devoted to the analysis of the factors influencing the bankruptcy of the Russian manufacturing industry companies for the period from 2012 to 2020. Logistic regression was used as an econometric tool for the modelling the probability of companies’ default. According to the...
Persistent link: https://www.econbiz.de/10015268763
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Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases
Fantazzini, Dean; Xiao, Yufeng - 2023
Detecting pump-and-dump schemes involving cryptoassets with high-frequency data is challenging due to imbalanced datasets and the early occurrence of unusual trading volumes. To address these issues, we propose constructing synthetic balanced datasets using resampling methods and flagging a...
Persistent link: https://www.econbiz.de/10015270630
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Coordinated failure? a cross-country bank failure prediction model
Santoso, Wimboh; Montgomery, Heather; Besar, Dwityapoetra; … - 2005
This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logistic regression analysis of financial ratios, we explore the usefulness of domestic bank failure prediction models with a cross-country model that allows for cross-correlation of the error terms....
Persistent link: https://www.econbiz.de/10015228377
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The design of bank loan syndicates in Emerging Markets Economies
Godlewski, Christophe - 2007
We empirically explore the influence of loan characteristics, banking and financial structure, and regulatory and institutional factors on the design of 10,930 bank loan syndicates in emerging market economies from 1990 to 2006. Our results show that the structure of syndicates is adapted to...
Persistent link: https://www.econbiz.de/10015233040
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The Interaction Effect in a Nonlinear Specification of Bank Lending: A Reexamination of ``Unnatural Selection"
Inoue, Hitoshi; Nakashima, Kiyotaka; Takahashi, Koji - 2018
capital increase credit to low-quality firms because of their motivation to pursue balance sheet cosmetics. In this study, we …
Persistent link: https://www.econbiz.de/10015261637