메뉴 건너뛰기




Volumn 166, Issue 2, 2005, Pages 528-546

Prediction of commercial bank failure via multivariate statistical analysis of financial structures: The Turkish case

Author keywords

Bank failure; Discriminant; Logit; Principal component analysis; Probit

Indexed keywords

ALGORITHMS; ARTIFICIAL INTELLIGENCE; COSTS; DECISION SUPPORT SYSTEMS; ECONOMICS; FUZZY SETS; MATHEMATICAL MODELS; PRINCIPAL COMPONENT ANALYSIS;

EID: 13544271697     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2004.03.023     Document Type: Article
Times cited : (219)

References (26)
  • 2
    • 0034172230 scopus 로고    scopus 로고
    • The use of fuzzy clustering algorithm and self-organizing neural networks for identifying potentially failing banks: An experimental study
    • Alam P., Booth L.K., Thordason T. The use of fuzzy clustering algorithm and self-organizing neural networks for identifying potentially failing banks: An experimental study. Expert Systems with Applications. 18:2000;185-199
    • (2000) Expert Systems with Applications , vol.18 , pp. 185-199
    • Alam, P.1    Booth, L.K.2    Thordason, T.3
  • 6
    • 32644450837 scopus 로고
    • Türkiye'de ticaret bankalari sorunlarinin saptanmasi: Erken uyari sistemine giriş
    • Marmara Üniversitesi Türkiye Ekonomisi Araştirma Merkezi
    • Canbaş, S., Erol, C., 1985. Türkiye'de ticaret bankalari sorunlarinin saptanmasi: Erken uyari sistemine giriş. türkiye ekonomisi ve türk ekonomi ilmi, no. 1, Marmara Üniversitesi Türkiye Ekonomisi Araştirma Merkezi
    • (1985) Türkiye Ekonomisi Ve Türk Ekonomi Ilmi , Issue.1
    • Canbaş, S.1    Erol, C.2
  • 8
    • 0032363966 scopus 로고    scopus 로고
    • Predicting bank failures: A comparison of on-and off-site monitoring systems
    • Cole R.A., Gunther J.W. Predicting bank failures: A comparison of on-and off-site monitoring systems. Journal of Financial Services Research. 13(2):1998;103-117
    • (1998) Journal of Financial Services Research , vol.13 , Issue.2 , pp. 103-117
    • Cole, R.A.1    Gunther, J.W.2
  • 9
    • 0000275837 scopus 로고
    • A discriminant analysis of predictors business failure
    • Deakin E.B. A discriminant analysis of predictors business failure. Journal of Accounting Research. 1972;167-179
    • (1972) Journal of Accounting Research , pp. 167-179
    • Deakin, E.B.1
  • 10
    • 0347416071 scopus 로고    scopus 로고
    • The determinants of banking crises in developing and developed countries
    • Demirgüç-Kunt, A., Detragiache, E., 1998. The determinants of banking crises in developing and developed countries. IMF Staff Papers 45 (1)
    • (1998) IMF Staff Papers , vol.45 , Issue.1
    • Demirgüç-Kunt, A.1    Detragiache, E.2
  • 12
    • 0013081236 scopus 로고    scopus 로고
    • Are all banking crises alike? the Japanese experience in international comparison
    • Hutchison, M., McDill, K., 1999. Are all banking crises alike? The Japanese experience in international comparison. NBER Working Paper, 7253
    • (1999) NBER Working Paper , vol.7253
    • Hutchison, M.1    McDill, K.2
  • 13
    • 0030414816 scopus 로고    scopus 로고
    • Integration of case-based forecasting, neural network, and discriminant analysis for bankruptcy prediction
    • Jo H., Han I. Integration of case-based forecasting, neural network, and discriminant analysis for bankruptcy prediction. Expert Systems with Applications. 11:1996;415-422
    • (1996) Expert Systems with Applications , vol.11 , pp. 415-422
    • Jo, H.1    Han, I.2
  • 16
    • 0037117686 scopus 로고    scopus 로고
    • Combining discriminant methods in solving classification problems in two-group discriminant analysis
    • Lam K.F., Moy J.W. Combining discriminant methods in solving classification problems in two-group discriminant analysis. European Journal of Operational Research. 138:2002;294-301
    • (2002) European Journal of Operational Research , vol.138 , pp. 294-301
    • Lam, K.F.1    Moy, J.W.2
  • 17
    • 0034008459 scopus 로고    scopus 로고
    • A user-oriented implementation of the ELECTRE-TRI method integrating preference elicitation support
    • Mousseau V., Slowinski R., Zielniewicz P. A user-oriented implementation of the ELECTRE-TRI method integrating preference elicitation support. Computers & Operational Research. 27:2000;257-777
    • (2000) Computers & Operational Research , vol.27 , pp. 257-777
    • Mousseau, V.1    Slowinski, R.2    Zielniewicz, P.3
  • 18
    • 0000666375 scopus 로고
    • Financial ratios and the probabilistic prediction of bankruptcy
    • Ohlson J.S. financial ratios and the probabilistic prediction of bankruptcy. Journal of Accounting Research. 19:1980;109-131
    • (1980) Journal of Accounting Research , vol.19 , pp. 109-131
    • Ohlson, J.S.1
  • 20
    • 0013143126 scopus 로고    scopus 로고
    • Using financial information to differentiate failed vs. surviving finance companies in Thailand: An implication for emerging economies
    • Pearsons O.B. Using financial information to differentiate failed vs. surviving finance companies in Thailand: An implication for emerging economies. Multinational Finance Journal. 3:1999;127-145
    • (1999) Multinational Finance Journal , vol.3 , pp. 127-145
    • Pearsons, O.B.1
  • 21
    • 0011661570 scopus 로고
    • Early warning systems as a monitoring device for bank condition
    • Rose P.S., Kolari J.W. Early warning systems as a monitoring device for bank condition. Quarterly Journal of Business and Economics. 24(Winter):1985;43-60
    • (1985) Quarterly Journal of Business and Economics , vol.24 , Issue.WINTER , pp. 43-60
    • Rose, P.S.1    Kolari, J.W.2
  • 22
    • 84910489317 scopus 로고
    • A multivariate statistical analysis of the characteristics of problem banks
    • Sinkey J. A multivariate statistical analysis of the characteristics of problem banks. Journal of Finance. 1975;21-38
    • (1975) Journal of Finance , pp. 21-38
    • Sinkey, J.1
  • 24
    • 84997479670 scopus 로고
    • Managerial applications of neural networks: The case of bank failure predictions
    • Tam K.Y., Kiang M.Y. Managerial applications of neural networks: The case of bank failure predictions. Management Science. 38(7):1992
    • (1992) Management Science , vol.38 , Issue.7
    • Tam, K.Y.1    Kiang, M.Y.2
  • 26
    • 0001136364 scopus 로고    scopus 로고
    • A multicriteria decision aid methodology for sorting decision problems: The case of financial distress
    • Zopounidis C., Doumpos M. A multicriteria decision aid methodology for sorting decision problems: The case of financial distress. Computational Economics. 14(3):1999;197-218
    • (1999) Computational Economics , vol.14 , Issue.3 , pp. 197-218
    • Zopounidis, C.1    Doumpos, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.