This research presents a rigorous investigation of US companies' financial resilience within
the S&P 500 index from the year 2000 onward. The book focuses on the process of a company's
bounce back to pre-crisis levels after a disturbance exploring resilience measured through
recovery duration and various financial performance indicators. The study analyzes three
significant crises faced by the US during this period - the dotcom crisis the global financial
crisis and the pandemic crisis. Through applied cox hazard regression and panel regression
the book reveals valuable empirical insights on factors impacting corporate financial
resilience sector-specific crisis effects and essential considerations when interpreting the
results. Investors corporations and researchers alike will find this data-driven resource a
paramount asset in navigating the complexities of financial markets and fortifying corporate
financial resilience for a prosperous future.
