Bank insolvency risk and time-varying Z-score measures
Download full text from publisher
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-00785646, HAL.
References listed on IDEAS
- Gianni De Nicolo & Abu M. Jalal & John H. Boyd, 2006. "Bank Risk-Taking and Competition Revisited; New Theory and New Evidence," IMF Working Papers 06/297, International Monetary Fund.
- Yeyati, Eduardo Levy & Micco, Alejandro, 2007.
"Concentration and foreign penetration in Latin American banking sectors: Impact on competition and risk,"
Journal of Banking & Finance,
Elsevier, vol. 31(6), pages 1633-1647, June.
- Eduardo Levy Yeyati & Alejandro Micco, 2003. "Concentration and Foreign Penetration in Latin American Banking Sectors: Impact on Competition and Risk," Business School Working Papers cinco, Universidad Torcuato Di Tella.
- 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.
- John H. Boyd & Stanley L. Graham, 1986. "Risk, regulation, and bank holding company expansion into nonbanking," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 2-17.
- 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.
- Martin Cihak & Heiko Hesse, 2007. "Cooperative Banks and Financial Stability," IMF Working Papers 07/2, International Monetary Fund.
- Boyd, John H. & Graham, Stanley L. & Hewitt, R. Shawn, 1993. "Bank holding company mergers with nonbank financial firms: Effects on the risk of failure," Journal of Banking & Finance, Elsevier, vol. 17(1), pages 43-63, February.
- Hannan, Timothy H & Hanweck, Gerald A, 1988.
"Bank Insolvency Risk and the Market for Large Certificates of Deposit,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 20(2), pages 203-211, May.
- Timothy H. Hannan & Gerald A. Hanweck, 1986. "Bank insolvency risk and the market for large certificates of deposit," Working Papers in Banking, Finance and Microeconomics 86-1, Board of Governors of the Federal Reserve System (U.S.).
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
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-01098721. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CCSD). General contact details of provider: https://hal.archives-ouvertes.fr/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.