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Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach · Study

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ArticlePerformance and Merton-type default risk of listed banks in the EU: A panel VAR approach

Anastasia Koutsomanoli‐Filippaki2009

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Articlegreen2009

Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach

Anastasia Koutsomanoli‐Filippaki · Emmanuel C. Manolis Mamatzakis

120 citations·0/0 files stored·Journal of Banking & Finance

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Banking stability, regulation, efficiency Efficiency Analysis Using DEA Banking Sector Performance and Management

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References

1973The Pricing of Options and Corporate Liabilities 1995Another look at the instrumental variable estimation of error-components models 2003Testing for unit roots in heterogeneous panels 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1977Formulation and estimation of stochastic frontier production function models 1965The Behavior of Stock-Market Prices 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test 1977Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error

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2014Effects of financial development indicators on energy consumption and CO2 emission of European, East Asian and Oceania countries 2014Evaluating the Performance of Chinese Commercial Banks: A Comparative Analysis of Different Types of Banks 2012Revealing Causal Heterogeneity Using Time Series Analysis of Ambulatory Assessments 2016Credit risk, managerial behaviour and macroeconomic equilibrium within dual banking systems: Interest-free vs. interest-based banking industries 2020Institutional and foreign ownership vis-à-vis default risk: Evidence from Japanese firms

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Year2009

Typearticle

Published2009-05-20

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations120

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.jbankfin.2009.05.009

openalex_workW1967853040

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