Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe
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DOI: 10.1016/j.irfa.2024.103323
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More about this item
Keywords
Leverage; Systemic risk; Threshold model; Panel data;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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