A dual early warning model of bank distress

DOI10.1016/J.ECONLET.2017.10.028MaRDI QIDQ1787250zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

financial crisisforecasting powerbank distressearly warning model

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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(4)

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• Parameters measuring bank risk and their estimation
• Bail-in regulation and stock market reaction

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