Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7850
Full metadata record
DC FieldValueLanguage
dc.contributor.authorCheng, Philip Yim Kwong.en_US
dc.date.accessioned2008-09-18T07:52:14Z-
dc.date.available2008-09-18T07:52:14Z-
dc.date.copyright2002en_US
dc.date.issued2002-
dc.identifier.urihttp://hdl.handle.net/10356/7850-
dc.description.abstractAs 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.en_US
dc.format.extent128 p.-
dc.language.isoen-
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Banking-
dc.titlePredicting bank failures : a comparison of the Cox proportional hazards model and time-varying covariates model.en_US
dc.typeThesisen_US
dc.contributor.supervisorLow, Chan Keeen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeDoctor of Philosophy (NBS)en_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
Appears in Collections:NBS Theses
Files in This Item:
File Description SizeFormat 
NBS-THESES_745.pdf
  Restricted Access
2.08 MBAdobe PDFView/Open

Page view(s) 50

355
Updated on Jul 27, 2021

Download(s)

6
Updated on Jul 27, 2021

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.