In this study, we deploy various methods for analyses of digits and provide rigorous empirical
evidence that most banks’ off-balance sheet items have partial conformity to Benford’s law …

In this study we explore the heterogeneous noncompliance behavior among ten member
nations of the Organization of the Petroleum Countries (OPEC). Overall we find that the three …

In this study, we develop a generic Markov model that tracks in real-time and forecasts the
potential contagion of bank runs during severe contractionary economic cycles. The proposed …

We study patterns of spatial autocorrelations of four customary performance measures (return
on asset, return on equity, net interest margin, and loan loss reserves to total assets) …

We examine anomalies in the S&P500 index, an equity-based proxy for the US economy, from
January 1957 until December 2018. We use the LOcally wEighted Scatterplot Smoothing (…

In this study, we construct a compartmental model that tracks the different states and their
respective hazards for typical mortgage loans. We consider that an active mortgage loan could …

The paper examines a unique motive for corporate acquisitions among distressed firms: the
desire to enhance creditworthiness by both the acquirer and the acquired firms. I develop a …

We evaluate the information content of analysts’ reports and bankruptcy risk quantities towards
each other, and examine whether differences arise between low- and high-risk firms and …

To study the merits of the popular K-means clustering technique while predicting failures of
commercial banks, we contrast hereafter two forecasting systems. The first one contains two …

This article offers a substitute setting to simulate credit rating migrations. The internal
correlations model tracks time-series movements within credit rating entries, rather than cross-…