Nonstationary Z-Score measures
Year of publication: |
1 July 2017
|
---|---|
Authors: | Mare, Davide Salvatore ; Moreira, Fernando ; Rossi, Roberto |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 260.2017, 1 (1.7.), p. 348-358
|
Subject: | Bank stability | Prudential regulation | Insolvency risk | Financial distress | Z-Score | Insolvenz | Insolvency | Bankinsolvenz | Bank failure | Bankenkrise | Banking crisis | Bankrisiko | Bank risk | Risikomaß | Risk measure | Betriebliche Liquidität | Corporate liquidity | Bankenregulierung | Bank regulation | Finanzkrise | Financial crisis |
-
Post-crisis regulatory reform in banking : address insolvency risk, not illiquidity!
Thakor, Anjan V., (2018)
-
Speedy bankruptcy procedures and bank bailouts
Ueda, Kenichi, (2019)
-
Capital and liquidity ratios and financial distress. Evidence from the European banking industry
Chiaramonte, Laura, (2017)
- More ...
-
Nonstationary Z-Score Measures
Mare, Davide Salvatore, (2015)
-
Checking for asymmetric default dependence in a credit card portfolio: A copula approach
Crook, Jonathan, (2011)
-
The Customized xLearning Environment Model: Meeting the Needs and Expectations of Students
Mesquita, Anabela, (2017)
- More ...