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

نویسندگان

  • Xiaofei Li
  • Cesar L. Escalante
  • James E. Epperson
چکیده

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.

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تاریخ انتشار 2014