Efficiency under quantile regression : what is the relationship with risk in the EU banking industry?
Year of publication: |
2011
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Authors: | Koutsomanoli-Filippaki, Anastasia ; Mamatzakis, Emmanuel C. |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 20.2011, 2, p. 84-95
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Subject: | OR in banking | Cost efficiency | Quantile regression | Distribution-free approach | Distance to default | Regressionsanalyse | Regression analysis | Bank | Theorie | Theory | Technische Effizienz | Technical efficiency | Schätzung | Estimation | Effizienz | Efficiency |
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