Bank insolvency risk, Z-score measures and unimodal returns : a refinement
Mathieu Mercadier, Frank Strobel
| Year of publication: |
2024
|
|---|---|
| Authors: | Mercadier, Mathieu ; Strobel, Frank |
| Subject: | Insolvency risk | Bank | Z-score | One-sided Vysochanskii-Petunin inequality | Unimodality | Bankinsolvenz | Bank failure | Insolvenz | Insolvency | Theorie | Theory | Bankrisiko | Bank risk | Risikomaß | Risk measure | Risiko | Risk | Statistische Verteilung | Statistical distribution |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.101919 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015188620