Stress-testing US bank holding companies: A dynamic panel quantile regression approach

✍ Scribed by Covas, Francisco B.; Rump, Ben; Zakrajšek, Egon

• Book ID: 122168132
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 880 KB
• Volume: 30
• Category: Article
• ISSN: 0169-2070
• DOI: 10.1016/j.ijforecast.2013.11.003