Add to ORKGThis paper investigates whether market information is reliable to predict financial deterioration of large Too Big To Fail banks in Asia. A stepwise logit model is first estimated to isolate the optimal set of accounting indicators to predict rating downgrades. The model is then extended to assess the added value of market indicators and to test for the possible presence of a Too Big To Fail effect. While some results show that market indicators bring in additional information in the prediction process, there is consistent evidence of a Too Big To Fail effect
Indicators of financial crisis generally do not have a good track record. This paper presents an ear...
This study compares different empirical models to assess the probability of failure of Asian banks; ...
The impact of failure of financial institutions is beyond just the failure of a public corporation. ...
This paper investigates whether market information is reliable to predict financial deterioration of...
This paper investigates whether market information could add to accounting information in the predic...
International audienceUsing an innovative approach of following the downgrade or credit rating decis...
International audienceUsing an innovative approach of following the downgrade or credit rating decis...
International audienceWe assess the extent to which stock market information can be used to estimate...
We aim to assess the accuracy of accounting and stock market indicators to predict rating changes of...
Bank failure prediction remains an important economic issue. Although prior research investiga...
Financial crisis in 2007, affecting the whole world, revealed the significance of early prediction ...
Considering the increasingly international banks of today, the health of a country's banking sector ...
This research contributes to the literature on bank failure prediction by augmenting the set of trad...
International audienceWe aim to assess how accurately accounting and stock market indicators predict...
This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logist...
Indicators of financial crisis generally do not have a good track record. This paper presents an ear...
This study compares different empirical models to assess the probability of failure of Asian banks; ...
The impact of failure of financial institutions is beyond just the failure of a public corporation. ...
This paper investigates whether market information is reliable to predict financial deterioration of...
This paper investigates whether market information could add to accounting information in the predic...
International audienceUsing an innovative approach of following the downgrade or credit rating decis...
International audienceUsing an innovative approach of following the downgrade or credit rating decis...
International audienceWe assess the extent to which stock market information can be used to estimate...
We aim to assess the accuracy of accounting and stock market indicators to predict rating changes of...
Bank failure prediction remains an important economic issue. Although prior research investiga...
Financial crisis in 2007, affecting the whole world, revealed the significance of early prediction ...
Considering the increasingly international banks of today, the health of a country's banking sector ...
This research contributes to the literature on bank failure prediction by augmenting the set of trad...
International audienceWe aim to assess how accurately accounting and stock market indicators predict...
This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logist...
Indicators of financial crisis generally do not have a good track record. This paper presents an ear...
This study compares different empirical models to assess the probability of failure of Asian banks; ...
The impact of failure of financial institutions is beyond just the failure of a public corporation. ...