Does risk aversion affect bank output loss? The case of the eurozone

DOI10.1016/J.EJOR.2019.10.008MaRDI QIDQ2286906zbMATH OpenOpenAlexWikidataFDO

Authors Mike G. Tsionas, Emmanuel C. Mamatzakis, Steven Ongena

Publication date 23 January 2020

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://eprints.bbk.ac.uk/id/eprint/30859/2/EJOR20.pdf

zbMATH Keywords

bank risk aversioneurozonefinancenonparametric estimationparametric estimation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cites work

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Cited in

(5)

• Mandatory disclosure tone and bank risk-taking: evidence from Europe
• Parameters measuring bank risk and their estimation
• Non-significant in life but significant in death: spillover effects to euro area banks from the SVB fallout
• Bayesian learning in performance. Is there any?
• Women, immigrants, and microcredit in Europe: a Bayesian approach

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