Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking
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- Ion Lapteacru, 2016. "Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking," Working Papers hal-01337726, HAL.
References listed on IDEAS
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- Lapteacru, Ion, 2017. "Market power and risk of Central and Eastern European banks: Does more powerful mean safer?," Economic Modelling, Elsevier, vol. 63(C), pages 46-59.
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More about this item
Keywords
Banking; Murphy-Topel adjustment; bank competition; bank risk.;All these keywords.
JEL classification:
- G2 - Financial Economics - - Financial Institutions and Services
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
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