Testing unobserved market heterogeneity in financial markets : the case of Banco Popular
Year of publication: |
2021
|
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Authors: | Pérez Rodríguez, Jorge V. ; Gómez-Déniz, Emilio ; Sosvilla-Rivero, Simón |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 79.2021, p. 151-160
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Subject: | Bank failure | Conditional duration | Finite and infinite mixtures | Threshold models | Unobserved market heterogeneity | Theorie | Theory | Finanzmarkt | Financial market | Bankinsolvenz | Schätzung | Estimation |
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