Predicting bank failures using a hazard model: The Venezuelan banking crisis

Emerging Markets Review

Volumn 3, Issue 1, 2002, Pages 31-50

  Molina, Carlos A ^a  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Bank failures; Hazard model; Venezuelan banking crisis

Indexed keywords

EID: 0036510176     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1566-0141(01)00029-2     Document Type: Article

References (28)

1. New firm survival: New results using a hazard function
2. An estimation of the hazard rate of firms under Chapter 11 protection
3. The information content of bank examinations
4. Predicting bank failures: A comparison of on- and off-site monitoring systems
5. Regression models and life-tables
6. Partial likelihood
7. Analysis of Survival Data
8. Management quality and X-inefficiency in national banks
9. The Efficiency of Cox's Likelihood Function for Censored Data (in Theory and Methods)
10. Lecciones de la Crisis Bancaria de Venezuela
11. Banking crisis in Latin America in the 1990s: Lessons from Argentina, Paraguay and Venezuela
12. The role of a CAMEL downgrade model in bank surveillance
13. The survival of initial public offerings in the aftermarket
14. The Statistical Analysis of Failure Time Data
15. An application of the Cox Proportional Hazard Model to bank failure
16. Bayesian Analysis of Duration Models: An Application to Chapter 11 Bankruptcy
17. The United Kingdoms small banks' crisis of the early 1990s. What were the leading indicators of failure?
18. Financial reverberations: The Latin American banking system during the mid-1990s
19. Latin America's banking systems in the 1980s
20. The asymptotic information in censored survival data
21. Financial fragilities in Latin America
22. Forecasting bankruptcy more accurately: A simple hazard model
23. Benchmarking the Productive Efficiency of U.S. Banks
24. A Fresh Start? Selling Venezuela's Banks
25. The banking system crisis in Latin America
26. Explaining bank failures: Deposit insurance, regulation and efficiency
27. Why do banks disappear? The determinants of U.S. bank failures and acquisitions
28. A proportional hazard model of bank failure: An examination of its usefulness as an early warning tool