Macro-stress testing dividend income. Evidence from euro area banks

DOI10.1016/J.ECONLET.2021.109763zbMath1460.91294OpenAlexW3128135705MaRDI QIDQ2660013

Mariusz Jarmuzek, Christian Gross, Cosimo Pancaro

Publication date: 29 March 2021

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109763

zbMATH Keywords

stress testingscenario analysispanel data methodsdividend income of banks

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Uses Software

• xtlsdvc

Cites Work

• On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
• Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models

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