Agricultural Banking and Bank Failures of the Late 2000s Financial Crisis: A Survival Analysis Using Cox Proportional Hazard Model

This study employs a semi-parametric Cox proportional hazard model to study the relationship between survival time and bank-specific determinants of failure of commercial and agricultural banks during the recent recessionary period. Results indicate that non-performing consumer and commercial loans have seriously impaired banks’ financial health and survival.


Issue Date:
2014-01
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/162436
Page range:
3-19
Total Pages:
19
JEL Codes:
G21; C41; Q14




 Record created 2017-04-01, last modified 2017-08-27

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