Time-varying Z-score measures for bank insolvency risk : best practice
Vincent Bouvatier, Laetitia Lepetit, Pierre-Nicolas Rehault, Frank Strobel
| Year of publication: |
2023
|
|---|---|
| Authors: | Bouvatier, Vincent ; Lepetit, Lætitia ; Rehault, Pierre-Nicolas ; Strobel, Frank |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 73.2023, p. 170-179
|
| Subject: | Bank | Insolvency risk | Risk measure | Z-score | Bankinsolvenz | Bank failure | Risikomaß | Insolvenz | Insolvency | Theorie | Theory | Bankrisiko | Bank risk | Messung | Measurement | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2023.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014477006