Risk and efficiency in the Central and Eastern European banking industry under quantile analysis
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Publication:4683057
DOI10.1080/14697688.2012.715245zbMath1398.62316OpenAlexW2026976876MaRDI QIDQ4683057
Publication date: 19 September 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://eprints.bbk.ac.uk/id/eprint/30875/2/Risk%20efficiency%20.pdf
Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites Work
- Efficiency of financial institutions: International survey and directions for future research
- A diagnostic test for the distribution-free efficiency estimator: An example using U. S. commercial bank data
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Regression Quantiles
- European Bank Performance Beyond Country Borders: What Really Matters? *
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