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Predicting financial distress in a high-stress financial world : the role of option prices as bank risk metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - 2010
Persistent link: https://www.econbiz.de/10009381117
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Two-way interplays between capital buffers, credit and output : evidence from French banks
Coffinet, Jérôme; Coudert, Virginie; Pop, Adrian; … - 2011
Persistent link: https://www.econbiz.de/10009382031
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Contagion effects in the aftermath of Lehman’s collapse : evidence from the US financial services industry
Dumontaux, Nicolas; Pop, Adrian - 2013
Persistent link: https://www.econbiz.de/10009789990
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Calibrating initial shocks in bank stress test scenarios : an outlier detection based approach
Darné, Olivier; Levy-Rueff, Guy; Pop, Adrian - 2013
Persistent link: https://www.econbiz.de/10009789992