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Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.; Parmeter, Christopher F.; … - In: Journal of econometrics 236 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
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Market Evaluations of Banking Fragility in Japan : Japan Premium, Stock Prices, and Credit Derivatives
Ito, Takatoshi - 2010
1999, the markets were more sensitive to bank vulnerability and higher premiums were required …
Persistent link: https://www.econbiz.de/10012762833
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Financial Dampening
Wieland, Johannes - 2016
monetary policy. The theory unifies an endogenous supply of illiquid local loans and risk-sharing among subsidiaries of bank …
Persistent link: https://www.econbiz.de/10012995512
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Largest size-efficient scale and size efficiencies of decision-making units in data envelopment analysis
Maindiratta, Ajay - In: Journal of econometrics 46 (1990) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10001163587
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Analyzing properties of K-cones in the generalized data envelopment analysis model
Wei, Quanling - In: Journal of econometrics 80 (1997) 1, pp. 63-84
Persistent link: https://www.econbiz.de/10001223463
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Using dominance in forming bounds on DEA models : the case of experimental agricultural data
Chambers, Robert G. (contributor) - In: Journal of econometrics 85 (1998) 1, pp. 189-203
Persistent link: https://www.econbiz.de/10001240375
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Estimation and inference in two-stage, semi-parametric models of production processes
Simar, Léopold; Wilson, Paul W. - In: Journal of econometrics 136 (2007) 1, pp. 31-64
Persistent link: https://www.econbiz.de/10003401641
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Non-parametric tests of productive efficiency with errors-in-variables
Kuosmanen, Timo; Post, Thierry; Scholtes, Stefan - In: Journal of econometrics 136 (2007) 1, pp. 131-162
Persistent link: https://www.econbiz.de/10003401650
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Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu; Niu, Linlin; Zhang, Chen - In: Journal of econometrics 230 (2022) 1, pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
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Liquidity Risk, Liquidity Creation and Financial Fragility : A Theory of Banking
Diamond, Douglas W. - 2010
their investors. We show the bank has to have a fragile capital structure, subject to bank runs, in order to perform these … functions. Far from being an aberration to be regulated away, the funding of illiquid loans by a bank with volatile demand … such as narrow banking and bank capital requirements …
Persistent link: https://www.econbiz.de/10012763345