Parameters measuring bank risk and their estimation
From MaRDI portal
Publication:322446
DOI10.1016/J.EJOR.2015.09.057zbMATH Open1346.62112OpenAlexW1844866145MaRDI QIDQ322446FDOQ322446
Authors: Mike G. Tsionas 
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/78406/
Recommendations
Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Cites Work
- Forecasting Using Principal Components From a Large Number of Predictors
- Inferential Theory for Factor Models of Large Dimensions
- Determining the Number of Factors in Approximate Factor Models
- Another look at the instrumental variable estimation of error-components models
- Initial conditions and moment restrictions in dynamic panel data models
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
- Stochastic Frontier Analysis
- Networth exposure to interest rate risk: An empirical analysis of Indian commercial banks
- Modeling allocative inefficiency in a translog cost function and cost share equations: An exact relationship
- Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
- Estimation of production risk and risk preference function: a nonparametric approach
- Allocative efficiency of technically inefficient production units
- Estimating cross-section common stochastic trends in nonstationary panel data
- Multivariate GARCH Models
- A frontier measure of U.S. banking competition
- Comparative analysis of banking production frameworks in Eastern European financial markets
- Evolution of bank efficiency in Brazil: a DEA approach
- Measuring technical efficiency
- Impact of compensation structure and managerial incentives on bank risk taking
- Technical and allocative efficiency in European banking
- Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence
Cited In (13)
- Title not available (Why is that?)
- Learning risk culture of banks using news analytics
- Title not available (Why is that?)
- Nonstationary Z-score measures
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators
- Endogenous bank risk and efficiency
- Risk aversion and bank loan pricing
- A dual early warning model of bank distress
- Minimizing banking risk in a Lévy process setting
- Loan pricing under estimation risk
- Does risk aversion affect bank output loss? The case of the eurozone
- Identifying Fintech risk through machine learning: analyzing the Q&A text of an online loan investment platform
- Management estimation in banking
This page was built for publication: Parameters measuring bank risk and their estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q322446)
