Bank insolvency risk and time-varying Z-score measures
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Other versions of this item:
- 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.
References listed on IDEAS
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- Eduardo Levy Yeyati & Alejandro Micco, 2003. "Concentration and Foreign Penetration in Latin American Banking Sectors: Impact on Competition and Risk," IDB Publications (Working Papers) 1482, Inter-American Development Bank.
- Eduardo Levy Yeyati & Alejandro Micco, 2003. "Concentration and Foreign Penetration in Latin American Banking Sectors: Impact on Competition and Risk," Research Department Publications 4353, Inter-American Development Bank, Research Department.
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- Frank Strobel, 2011. "Bank insolvency risk and different approaches to aggregate Z-score measures: a note," Applied Economics Letters, Taylor & Francis Journals, vol. 18(16), pages 1541-1543.
- Frank Strobel, 2011. "Bank insolvency risk and Z-score measures with unimodal returns," Applied Economics Letters, Taylor & Francis Journals, vol. 18(17), pages 1683-1685.
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"Bank Insolvency Risk and the Market for Large Certificates of Deposit,"
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More about this item
KeywordsInsolvency risk; Z-score; Time-varying; Mean squared error;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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