A dual early warning model of bank distress

DOI10.1016/J.ECONLET.2017.10.028zbMATH Open1398.91716OpenAlexW2613694299MaRDI QIDQ1787250FDOQ1787250

Authors: Nikolaos Papanikolaou 

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://eprints.bournemouth.ac.uk/30053/1/A%20dual%20early%20warning%20model.Nikolaos%20Papanikolaou.pdf

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zbMATH Keywords

financial crisisforecasting powerbank distressearly warning model

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cited In (4)

• Bank default indicators with volatility clustering
• Parameters measuring bank risk and their estimation
• The analysis of outlying data points by robust locally weighted scatter plot smooth: a model for the identification of problem banks
• Bail-in regulation and stock market reaction

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