Work

Estimating bank default with generalised extreme value regression models

Year: 2015

Type: article

Source: Journal of the Operational Research Society

DOI: 10.1057/jors.2014.106

Authors: Raffaella Calabrese, Paolo Giudici

Institutions: University of Essex, University of Pavia

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Economic and Social Research Council

Award: G8322284704

OpenAlex ID: W2080735729

FWCI: 7.032

Cites: 64

Cited by: 69

Related to: 10