Insurers' and banks' market connectedness : generalized event study estimates from random forest residuals regression
Richard J. Butler, Gene Lai, Craig Merrill
| Year of publication: |
2024
|
|---|---|
| Authors: | Butler, Richard ; Lai, Gene C. ; Merrill, Craig B. |
| Published in: |
The Geneva papers on risk and insurance - issues and practice. - Basingstoke : Palgrave Macmillan, ISSN 1468-0440, ZDB-ID 2063785-8. - Vol. 49.2024, 4, p. 682-718
|
| Subject: | Connectedness | Event study | Random Forest Residuals Regression | Systemic risk | Regressionsanalyse | Regression analysis | Ereignisstudie | Bank | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41288-023-00307-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015193475