Time-varying Z-score measures for bank insolvency risk: Best practice
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DOI: 10.1016/j.jempfin.2023.06.002
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Other versions of this item:
- Bouvatier, Vincent & Lepetit, Laetitia & Rehault, Pierre-Nicolas & Strobel, Frank, 2023. "Time-varying Z-score measures for bank insolvency risk: Best practice," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 170-179.
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- Wang Ying & Igor A. Mayburov & Yulia V. Leontyeva, 2024. "Assessing the Bankruptcy Risks of China's Emerging Port Industries: Modeling and Early Warning," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(3), pages 776-800.
- Laetitia Lepetit & Frank Strobel & Laurent Weill, 2024. "Do risky banks pay their employees more?," Working Papers of LaRGE Research Center 2024-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Mamonov, Mikhail & Parmeter, Christopher F. & Prokhorov, Artem B., 2024. "Bank cost efficiency and credit market structure under a volatile exchange rate," Journal of Banking & Finance, Elsevier, vol. 168(C).
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More about this item
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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