Stress-testing US bank holding companies : a dynamic panel quantile regression approach
Year of publication: |
2014
|
---|---|
Authors: | Covas, Francisco B. ; Rump, Ben ; Zakrajšek, Egon |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 691-713
|
Subject: | Macroprudential regulation | Stress tests | Capital shortfalls | Density forecasting | Quantile autoregression | Fixed effects | Regressionsanalyse | Regression analysis | Panel | Panel study | Bankenaufsicht | Banking supervision | USA | United States | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Bank | Finanzmarktaufsicht | Financial supervision |
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