Predicting bank distress: testing the additional predictive power of an equity market indicator with machine learning algorithms

Additional Metadata
Keywords	Bank distress; machine learning; equity market information; distance to default; implied cost of capital
Thesis Advisor	Elfers, FM
Persistent URL	hdl.handle.net/2105/58949
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Drift, J.H.W. van der. (2021). Predicting bank distress: testing the additional predictive power of an equity market indicator with machine learning algorithms. In Business Economics.http://hdl.handle.net/2105/58949

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