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person:"Hannan, Timothy Hale"
type_genre:"Article in journal"
~person:"Kupiec, Paul H."
~person:"Pasiouras, Fotios"
~subject:"1981-1997"
~subject:"Bank stress test model accuracy"
~subject:"Bank stress tests"
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Bank stress test model accuracy
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Hannan, Timothy Hale
Kupiec, Paul H.
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1
Policy uncertainty and bank stress testing
Kupiec, Paul H.
- In:
Journal of financial stability
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012431753
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2
On the accuracy of alternative approaches for calibrating bank stress test models
Kupiec, Paul H.
- In:
Journal of financial stability
38
(
2018
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012159690
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