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
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Bibliographic InfoArticle provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.
Volume (Year): 10 (2008)
Issue (Month): 2 ()
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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.:
- Huberto M. Ennis, 2001. "On the size distribution of banks," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 1-25.
- 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.
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