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

DOI10.1016/J.EJOR.2019.10.008zbMATH Open1431.62484OpenAlexW2982085551WikidataQ126980984 ScholiaQ126980984MaRDI QIDQ2286906FDOQ2286906

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

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zbMATH Keywords

nonparametric estimationfinanceparametric estimationeurozonebank risk aversion

Mathematics Subject Classification ID

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

Cites Work

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• A principal-agent problem with heterogeneous demand distributions for a carbon capture and storage system
• Microfoundations for stochastic frontiers

Cited In (4)

• 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?

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