The financial crisis and the shadow price of bank capital

DOI10.1007/s10479-018-2886-zzbMath1430.91125OpenAlexW2800188947MaRDI QIDQ2288929

Dimitris Margaritis, Christos Staikouras, Maryam Hasannasab

Publication date: 20 January 2020

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-018-2886-z

zbMATH Keywords

riskdirectional distance functionbank efficiencyshadow pricesUS banks

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

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