Bankruptcy prediction for Chilean companies

Simple item page
dc.contributor.authorZurita, Felipe
dc.date.accessioned2024-01-10T14:22:30Z
dc.date.available2024-01-10T14:22:30Z
dc.date.issued2008
dc.description.abstractThis paper compares statistical and option-based models of financial instability for the group of listed Chilean companies. Statistical models have the properfit, although the peculiar history of bankruptcies in the period of analysis, namely their concentration in the early period, questions their usefulness as a predictive tool. In models based on option theory, on the other hand average bankruptcy probabilities appear to be highly correlated with bank risk indicators, and precedes them by up to three quarters. Overall, this first measuring effort is moderately succesful, but reveals a number of paths worth exploring.
dc.format.extent25 páginas
dc.fuente.origenWOS
dc.identifier.issn0717-3830
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/79948
dc.identifier.wosidWOS:000257193200004
dc.information.autorucFacultad de Economía y Administración; Zurita Lillo, Felipe; S/I; 100399
dc.issue.numero1
dc.language.isoes
dc.nota.accesoSin adjunto
dc.publisherBANCO CENTRAL CHILE
dc.revistaECONOMIA CHILENA
dc.rightsregistro bibliográfico
dc.subject.ods08 Decent Work and Economic Growth
dc.subject.odspa08 Trabajo decente y crecimiento económico
dc.titleBankruptcy prediction for Chilean companies
dc.typeartículo
dc.volumen11
sipa.codpersvinculados100399
sipa.indexWOS
sipa.trazabilidadCarga SIPA;09-01-2024
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
2024-07-01. Bankruptcy prediction for Chilean companies.pdf
Size:
2.23 KB
Format:
Adobe Portable Document Format
Description:
Download
Collections
Artículos de revistas