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Rethinking SME default prediction: a systematic literature review and future perspectives

Scientometrics, 2021, Vol.126 (3), p.2141-2188

2021

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Effects of corporate financial distress on peer firms: do intra-industry non-distressed firms become more conditionally conservative?

Accounting and business research, 2023-09, Vol.53 (6), p.646-670

2023

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Assessing the credit worthiness of Italian SMEs and mini-bond issuers

Global finance journal, 2020-02, Vol.43, p.100450, Article 100450

2020

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Modelling Credit Risk for SMEs: Evidence from the U.S. Market

Abacus (Sydney), 2007-09, Vol.43 (3), p.332-357

2007

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A Race for Long Horizon Bankruptcy Prediction

Applied economics, 2020-08, Vol.52 (37), p.4092-4111

2020

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Applications of distress prediction models: What have we learned after 50 years from the Z-Score models?

International journal of financial studies, 2018-09, Vol.6 (3), p.1-15

Altman, Edward I

2018

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How rating agencies achieve rating stability

Journal of banking & finance, 2004-11, Vol.28 (11), p.2679-2714

2004

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Ultimate recovery mixtures

Journal of banking & finance, 2014-03, Vol.40, p.116-129

2014

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Bank Debt versus Bond Debt: Evidence from Secondary Market Prices

Journal of money, credit and banking, 2010-06, Vol.42 (4), p.755-767

2010

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THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING

Journal of financial management markets and institutions, 2021-06, Vol.9 (1), p.2150004-2150004-25

2021

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Percutaneous Dilatational Tracheostomy Using Tube Exchanger

Anesthesia and analgesia, 2019-08, Vol.129 (2), p.e45-e47

2019

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The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications

The Journal of business (Chicago, Ill.), 2005-11, Vol.78 (6), p.2203-2228

2005

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Corporate Financial Distress, Restructuring, and Bankruptcy: Analyze Leveraged Finance, Distressed Debt, and Bankruptcy

Fourth Edition., 2019

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Corporate Financial Distress, Restructuring, and Bankruptcy: Analyze Leveraged Finance, Distressed Debt, and Bankruptcy, Fourth Edition

Fourth Edition, 2019

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Machine learning models and bankruptcy prediction

Expert systems with applications, 2017-10, Vol.83, p.405-417

2017

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Credit risk measurement: Developments over the last 20 years

Journal of banking & finance, 1997-12, Vol.21 (11), p.1721-1742

1997

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Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs

Journal of financial services research, 2005-10, Vol.28 (1), p.15-42

2005

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Corporate financial distress and bankruptcy: predict and avoid bankruptcy, analyze and invest in distressed debt, third edition

3rd ed., 2006

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Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses

Review of Finance, 2017-03, Vol.21 (1), p.433-463

2017

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The birth and growth of the journal of banking and finance: The legacy of Giorgio Szegö and Emilia Carulli

Journal of banking & finance, 2022-07, Vol.140, p.106477, Article 106477

2022

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Managing credit risk: the great challenge for global financial markets, second edition

2nd ed., 2008

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Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models

The North American journal of economics and finance, 2024-05, Vol.72, Article 102158

2024

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Corporate financial distress diagnosis model and application in credit rating for listing firms in China

Frontiers of Computer Science, 2010-06, Vol.4 (2), p.220-236

2010

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Case Report: Surgical Management of Painful Manubriosternal Pseudoarthrosis

Frontiers in surgery, 2021-03, Vol.8, p.640089

2021

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Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)

Journal of banking & finance, 1994-05, Vol.18 (3), p.505-529

1994

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Rethinking SME default prediction: a systematic literature review and future perspectives

Effects of corporate financial distress on peer firms: do intra-industry non-distressed firms become more conditionally conservative?

Assessing the credit worthiness of Italian SMEs and mini-bond issuers

Modelling Credit Risk for SMEs: Evidence from the U.S. Market

A Race for Long Horizon Bankruptcy Prediction

Applications of distress prediction models: What have we learned after 50 years from the Z-Score models?

How rating agencies achieve rating stability

Ultimate recovery mixtures

Bank Debt versus Bond Debt: Evidence from Secondary Market Prices

THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING

Percutaneous Dilatational Tracheostomy Using Tube Exchanger

The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications

Corporate Financial Distress, Restructuring, and Bankruptcy: Analyze Leveraged Finance, Distressed Debt, and Bankruptcy

Corporate Financial Distress, Restructuring, and Bankruptcy: Analyze Leveraged Finance, Distressed Debt, and Bankruptcy, Fourth Edition

Machine learning models and bankruptcy prediction

Credit risk measurement: Developments over the last 20 years

Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs

Corporate financial distress and bankruptcy: predict and avoid bankruptcy, analyze and invest in distressed debt, third edition

Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses

The birth and growth of the journal of banking and finance: The legacy of Giorgio Szegö and Emilia Carulli

Managing credit risk: the great challenge for global financial markets, second edition

Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models

Corporate financial distress diagnosis model and application in credit rating for listing firms in China

Case Report: Surgical Management of Painful Manubriosternal Pseudoarthrosis

Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)

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