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https://hdl.handle.net/10356/7850
Title: | Predicting bank failures : a comparison of the Cox proportional hazards model and time-varying covariates model. | Authors: | Cheng, Philip Yim Kwong. | Keywords: | DRNTU::Business::Finance::Banking | Issue Date: | 2002 | Abstract: | As a contribution to bank regulation by improving the accuracy of predicting failed banks, I first illustrate the use of martingale and other residuals as diagnostic checks for Cox’s proportional hazards model. Second, I discuss and substantiate the claim that a time-varying covariates model is superior to the Cox model as a bank failure model. | URI: | http://hdl.handle.net/10356/7850 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
Appears in Collections: | NBS Theses |
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NBS-THESES_745.pdf Restricted Access | 2.08 MB | Adobe PDF | View/Open |
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