Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS-DEA approach

DOI10.1007/s10479-022-04805-1zbMath1542.91417MaRDI QIDQ6547055

Shunsuke Managi, Younes Ben Zaied, Béchir Ben Lahouel, Lotfi Taleb

Publication date: 30 May 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

data envelopment analysis (DEA)liquidity risk bank stability income diversification CAMELS panel smooth transition regression model (PSTR)

Mathematics Subject Classification ID

Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Financial networks (including contagion, systemic risk, regulation) (91G45)

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