Credit spreads and systematic risk in the U.S. banking industry : a neural network model approach
Mark A. Anderson, (Minnesota State University, USA), Frantz Maurer, (KEDGE Business School & University of Bordeaux, IRGO, France)
| Year of publication: |
September/October 2015
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| Authors: | Anderson, Mark A. ; Maurer, Frantz |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 31.2015, 5, p. 1799-1806
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| Subject: | Banking Industry | Risk | Credit Spreads | Neural Networks | Regime Shifting | Neuronale Netze | Neural networks | USA | United States | Kreditrisiko | Credit risk | Bank | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Unternehmensanleihe | Corporate bond | Bankrisiko | Bank risk | Systemrisiko | Systemic risk | Kreditgeschäft | Bank lending |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011412447