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A market-based framework for bankruptcy prediction. (2007). Reisz, Alexander S. ; Perlich, Claudia.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:3:y:2007:i:2:p:85-131.

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  1. .

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  2. The role of asset payouts in the estimation of default barriers. (2022). Leledakis, George ; Episcopos, Athanasios ; Bougias, Alexandros.
    In: MPRA Paper.
    RePEc:pra:mprapa:112317.

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  3. The liquidity of shares and the risk of bankruptcy. (2022). Gniadkowska-Szymaska, Agata.
    In: Bank i Kredyt.
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  4. Assessment of the Bankruptcy Risk in the Hotel Industry as a Condition of the COVID-19 Crisis Using Time-Delay Neural Networks. (2022). Despotovi, Vukain ; Simonovi, Dragoljub ; Obradovi, Tijana ; Arsi, Vesna Bogojevi ; Mitrovi, Aleksandra ; Milainovi, Marko ; Kneevi, Sneana ; Miloevi, Predrag ; Mateji, Tijana ; Resimi, Milan ; Piler, Marko ; Adamovi, Miljan ; Milojevi, Stefan.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2022:i:1:p:272-:d:1013461.

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  5. Assessing the Impact of the COVID-19 Crisis on Hotel Industry Bankruptcy Risk through Novel Forecasting Models. (2022). Arsi, Vesna Bogojevi ; Kneevi, Sneana ; Mateji, Tijana ; Piler, Marko ; Miloevi, Goran ; Simonovi, Dragoljub ; Milainovi, Marko ; Mitrovi, Aleksandra ; Adamovi, Miljan ; Milojevi, Stefan ; Obradovi, Tijana.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:8:p:4680-:d:793437.

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  6. Default risk premium and asset prices. (2022). Fusai, Gianluca ; Corvino, Raffaele.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000390.

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  7. The role of asset payouts in the estimation of default barriers. (2022). Leledakis, George ; Episcopos, Athanasios ; Bougias, Alexandros.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s105752192200062x.

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  8. A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU.
    In: Papers.
    RePEc:arx:papers:2211.14997.

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  9. .

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  10. Bank default indicators with volatility clustering. (2021). Dibooglu, Selahattin ; Çevik, Emrah ; Kenc, Turalay.
    In: Annals of Finance.
    RePEc:kap:annfin:v:17:y:2021:i:1:d:10.1007_s10436-020-00369-x.

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  11. COVID-19 impact on firm investment—Evidence from Chinese publicly listed firms. (2021). Hou, Jack ; Liu, Haiyue ; Wang, Cangyu ; Jiang, Jie.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:75:y:2021:i:c:s104900782100049x.

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  12. Cross-Country Application of Manufacturing Failure Models. (2020). Tomczak, Sebastian ; Staszkiewicz, Piotr.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:34-:d:322010.

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  13. Do narrative-related disclosures predict corporate failure? Evidence from UK non-financial publicly quoted firms. (2020). Elsayed, Mohamed ; el Sayed, Mohamed ; Elshandidy, Tamer.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s105752192030199x.

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  14. The value of renewable energy research and development investments with default consideration. (2019). Kim, Chae-Soo ; Sim, Jaehun.
    In: Renewable Energy.
    RePEc:eee:renene:v:143:y:2019:i:c:p:530-539.

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  15. Time-varying ambiguity, credit spreads, and the levered equity premium. (2019). Shi, Zhan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:134:y:2019:i:3:p:617-646.

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  16. Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias. (2019). McLeish, Don L ; Boudreault, Mathieu ; Amaya, Diego.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:100:y:2019:i:c:p:297-313.

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  17. Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions. (2018). Ouenniche, Jamal ; Mousavi, Mohammad Mahdi.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-2814-2.

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  18. Risk of Bankruptcy, Its Determinants and Models. (2018). Mokrišová, Martina ; Horváthová, Jarmila ; Mokriova, Martina ; Horvathova, Jarmila.
    In: Risks.
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  19. A barrier options approach to modeling project failure: The case of hydrogen fuel infrastructure. (2016). Kool, Clemens ; Engelen, Peter-Jan ; Li, YE.
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:43:y:2016:i:c:p:33-56.

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  20. Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test. (2014). Bauer, Julian ; Agarwal, Vineet .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:432-442.

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  21. A Barrier Options Approach to Modeling Project Failure: The Case of Hydrogen Fuel Infrastructure. (2013). Li, Ye ; Kool, Clemens ; Engelen, Peter-Jan.
    In: Working Papers.
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  22. Investment opportunities and bankruptcy prediction. (2013). Zhdanov, Alexei ; Lyandres, Evgeny .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:439-476.

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  23. Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Tinoco, Mario Hernandez ; Wilson, Nick.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

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  24. The performance of insolvency prediction and credit risk models in the UK: A comparative study. (2013). Wood, Anthony.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:45:y:2013:i:3:p:183-202.

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  25. Exploiting default probabilities in a structural model with nonconstant barrier. (2012). Moretto, Enrico ; Agosto, Arianna .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:8:p:667-679.

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  26. On the determinants of the implied default barrier. (2012). Dionne, Georges ; Laajimi, Sadok .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:395-408.

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  27. On the determinants of the implied default barrier. (2011). Dionne, Georges ; Laajimi, Sadok.
    In: Working Papers.
    RePEc:ris:crcrmw:2009_002.

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  28. Modeling Bankruptcy Prediction for Non-Financial Firms: The Case of Pakistan. (2011). Rashid, Abdul ; Abbas, Qaisar.
    In: MPRA Paper.
    RePEc:pra:mprapa:28161.

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  29. The predictive performance of a path-dependent exotic-option credit risk model in the emerging market. (2011). Chen, Dar-Hsin ; Zaabar, Rim ; Chou, Heng-Chih ; Wang, David .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:11:p:1973-1981.

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  30. Applying default probabilities in an exponential barrier structural model. (2010). Moretto, Enrico ; Agosto, Arianna .
    In: Economics and Quantitative Methods.
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  31. Predicting banking distress in the EMEAP economies. (2010). Wong, Jim ; Leung, Phyllis .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:3:p:169-179.

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  32. The feasibility of through-the-cycle ratings. (2010). Kauko, Karlo.
    In: Research Discussion Papers.
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  33. A down-and-out exchange option model with jumps to evaluate firms default probabilities in Brazil. (2009). Barbedo, Claudio Henrique da Silveira, ; Lemgruber, Eduardo Faco .
    In: Emerging Markets Review.
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    In: Australian Accounting Review.
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  21. Analyzing the role of mutual guarantee societies on bank capital requirements for small and medium-sized enterprises. (2013). Trujillo-Ponce, Antonio ; Briozzo, Anahi ; Cardone-Riportella, Clara .
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  24. CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN. (2013). Restaino, Marialuisa ; Amendola, Alessandra ; Sensini, Luca .
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    In: Australian Accounting Review.
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    In: Brazilian Business Review.
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    In: International Advances in Economic Research.
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