Stress-testing US bank holding companies : a dynamic panel quantile regression approach
Francisco B. Covas; Ben Rump; Egon Zakrajšek
| Year of publication: |
2014
|
|---|---|
| Authors: | Covas, Francisco B. ; Rump, Ben ; Zakrajšek, Egon |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 691-713
|
| Subject: | Macroprudential regulation | Stress tests | Capital shortfalls | Density forecasting | Quantile autoregression | Fixed effects | USA | United States | Regressionsanalyse | Regression analysis | Panel | Panel study | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Finanzmarktaufsicht | Financial supervision | Bankenaufsicht | Banking supervision | Stresstest | Stress test |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10010515589