Bank insolvency risk and Z-score measures with unimodal returns
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- Lepetit, Laetitia & Strobel, Frank, 2013.
"Bank insolvency risk and time-varying Z-score measures,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 25(C), pages 73-87.
- Laetitia Lepetit & Frank Strobel, 2013. "Bank insolvency risk and time-varying Z-score measures," Post-Print hal-01098721, HAL.
- Laetitia Lepetit & Frank Strobel, 2013. "Bank insolvency risk and time-varying Z-score measures," Post-Print hal-00785646, HAL.
- Chiaramonte, Laura & Croci, Ettore & Poli, Federica, 2015. "Should we trust the Z-score? Evidence from the European Banking Industry," Global Finance Journal, Elsevier, vol. 28(C), pages 111-131.
- repec:dat:earchi:y:2018:i:2:p:58-67 is not listed on IDEAS
- BARRA, Cristian & ZOTTI, Roberto, 2018. "Financial Stability as a Public Policy Goal to Increase Local Economic Development: an Empirical Investigation from Italian Labour Market Areas," CELPE Discussion Papers 154, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
- Mare, Davide Salvatore & Moreira, Fernando & Rossi, Roberto, 2017. "Nonstationary Z-Score measures," European Journal of Operational Research, Elsevier, vol. 260(1), pages 348-358.
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Keywordsinsolvency risk; Z-score; unimodal; Vysochanskii-Petunin inequality;
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