Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies
By C. Nam, T. Kim, N. Park, Hoe-Kyung Lee. 2008
144 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/6ec41c8b981df6b932cefaa084daaa80880d6030
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- N. Wilson
- Edward I. Altman
- G. Sabato
- Z¨¦lia Serrasqueiro
- Elisabete G. S. Félix
- Sumaira Ashraf
- Francesco Ciampi
- Hadiye Aslan
In Finance
- N. Wilson
- G. Sabato
- Edward I. Altman
- Z¨¦lia Serrasqueiro
- Elisabete G. S. Félix
- Sumaira Ashraf
- Francesco Ciampi
- Hadiye Aslan
Citations in the corpus
- Do Traditional Financial Distress Prediction Models Predict the Early Warning Signs of Financial Distress? (2019, result): “Nam et al. (2008) found similar results and reported that the hazard model has a higher accuracy level than the static logit model for the Korean firms.”
- The value of non-financial information in small and medium-sized enterprise risk management (2010, background): “Moreover, a subset of SMEs based in the UK have account-filing exemptions, which means that the amount of accounting data available for these companies is quite limited.”