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Applied Economics Letters Volume 17, 2010 - Issue 13
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Original Articles

Determinants of bank failures in the US revisited

Richard J. Cebula Department of Economics, Armstrong Atlantic State University, 11935 Abercorn Street, Savannah, 31419, USACorrespondence[email protected]
Pages 1313-1317 | Published online: 25 Aug 2009

Citations (11)

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Eduard Baumöhl & Evžen Kočenda. (2022) How Firms Survive in European Emerging Markets: A Survey. Eastern European Economics 60:5, pages 393-417.
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Jeng-Yan Tsai & Shi Chen. (2015) How does equity capital cost affect bank performance during a financial crisis?. Applied Economics 47:42, pages 4459-4474.
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Jyh-Horng Lin, Jeng-Yan Tsai & Paichou Huang. (2012) The Gramm–Leach–Bliley Act: optimal interest margin effects of commercial bank expansion into insurance underwriting. Applied Economics Letters 19:15, pages 1459-1463.
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Articles from other publishers (8)

Evžen Kočenda & Ichiro Iwasaki. (2021) Bank survival around the world: A meta‐analytic review. Journal of Economic Surveys 36:1, pages 108-156.
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Li Xian Liu, Shuangzhe Liu & Milind Sathye. (2021) Predicting Bank Failures: A Synthesis of Literature and Directions for Future Research. Journal of Risk and Financial Management 14:10, pages 474.
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Evžen Kočenda & Ichiro Iwasaki. (2020) Bank survival in Central and Eastern Europe. International Review of Economics & Finance 69, pages 860-878.
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Amit Ghosh. (2017) Do bank failures still matter in affecting regional economic activity?. Journal of Economics and Business 90, pages 1-16.
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Ching-Chung Lin & Shou-Lin Yang. (2016) Bank fundamentals, economic conditions, and bank failures in East Asian countries. Economic Modelling 52, pages 960-966.
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Kenji Tsuji. (2015) Bank Capital Regulation and Soft Budget Constraints. International Advances in Economic Research 21:1, pages 33-40.
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Raymond A.K. Cox & Grace W.-Y. Wang. (2014) Predicting the US bank failure: A discriminant analysis. Economic Analysis and Policy 44:2, pages 202-211.
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Arndt-Gerrit mname Kund. (2018) Systemic Risk and Bank Defaults: Assessing the Explanatory Power of Systemic Risk Measures in Forecasting Bank Defaults. SSRN Electronic Journal.
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