A time series analysis of financial fragility in the UK banking system

DOI10.1007/S10436-005-0030-YzbMath1233.91220OpenAlexW1680665109MaRDI QIDQ665701

Pojanart Sunirand, Dimitrios P. Tsomocos, Charles. A. E. Goodhart

Publication date: 6 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/24778/1/450_dp517.pdf

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Banks, relative performance, and sequential contagion ⋮ A computable general equilibrium model for banking sector risk assessment in South Africa ⋮ International monetary transmission with bank heterogeneity and default risk

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