An Analysis of the Assets Distribution of Russian Banks
AbstractWe show that the Russian banks assets distribution may be approximated by a combination of the lognormal and the Pare-to distributions with four parameters. It allows dividing the banks into two groups in a natural way and using the cha-racteristic function for obtaining a bank relative estimate according to its assets
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.
Volume (Year): 10 (2008)
Issue (Month): 2 ()
Contact details of provider:
Web page: http://appliedeconometrics.cemi.rssi.ru/
banks; assets distribution;
Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hubert P. Janicki & Edward S. Prescott, 2006. "Changes in the size distribution of U.S. banks: 1960-2005," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 291-316.
- Huberto M. Ennis, 2001. "On the size distribution of banks," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 1-25.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Anatoly Peresetsky).
If references are entirely missing, you can add them using this form.