Testing the hypothesis of the adequacy of the distance-to-default as an indicator of changes in banks' risk exposures
Božo Jašovič
| Year of publication: |
2017
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|---|---|
| Authors: | Jašovič, Božo |
| Published in: |
Economic and business review : EBR. - Ljubljana : Economic & Business Review, ISSN 2335-4216, ZDB-ID 2406428-2. - Vol. 19.2017, 3, p. 299-324
|
| Subject: | financial stability | market discipline | distance to default | default risk | augmented Granger causality | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.15458/85451.43 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012268368