Banks' risk dynamics and distance to default
Year of publication: |
2020
|
---|---|
Authors: | Nagel, Stefan ; Purnanandam, Amiyatosh |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 33.2020, 6, p. 2421-2467
|
Subject: | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Risikomodell | Risk model | USA | United States | 1987-2016 |
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