A Survival Analysis of Bank Failures in Turkey: Incorporating Unobserved Heterogeneity in Continuous Time Parametric Models

This study aims to predict bank failures in Turkey between years 1990 and 2013 by utilizing continuous time parametric survival models and controlling for the unobserved heterogeneity at the bank level, i.e. shared frailty in survival models. In order to examine the determinants of a bank failure, a...

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Bibliographic details
Volume: 26
Main Author: Pekkurnaz, Didem
Elitas, Zeynep
Format: Journal Article
Language: English
Place of publication: Ekonomik Yaklaşım Derneği 2015-00-00
published in: Ekonomik yaklaşım Vol. 26; no. 95; p. 33
Editor: Eruygur,Hakkı Ozan
Data of publication: 2015-00-00
ISSN: 1300-1868
Alternate Title: Türkiye’deki Batık Bankalar İçin Bir Hayatta Kalma Analizi: Gözlemlenemeyen Heterojenliğin Sürekli Zamanlı Parametrik Modellere Dahil Edilmesi
Discipline: Economics
Subjects:
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Database: CrossRef
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