Work

Stress Tests of UK Banks Using a VAR Approach

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.872693

Authors: Glenn Hoggarth, Steffen Sorensen, Lea Zicchino

Institutions: Bank of England, Moody's Corporation (United States), Prometeia (Italy), University of Bologna

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1925983570

Cites: 17

Cited by: 144

Related to: 10