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2013
We evaluate the impact of commonly used indicators of bank distress on broad (i.e. sector and country) risks. This issue deserves special attention in the banking industry where there is a strong degree of interconnectedness among institutions and the default of a single bank may cause a cascading failure, which could potentially bankrupt the entire ...
FIORDELISI, FRANCO, Marques Ibanez D.
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We evaluate the impact of commonly used indicators of bank distress on broad (i.e. sector and country) risks. This issue deserves special attention in the banking industry where there is a strong degree of interconnectedness among institutions and the default of a single bank may cause a cascading failure, which could potentially bankrupt the entire ...
FIORDELISI, FRANCO, Marques Ibanez D.
openaire +1 more source
A systematic review of rehabilitation and exercise recommendations in oncology guidelines
Ca-A Cancer Journal for Clinicians, 2021Nicole L Stout +2 more
exaly
Multiscale SUR Estimation of Systematic Risk
Studies in Nonlinear Dynamics & EconometricsAbstract We propose a multiscale version of the seemingly unrelated regressions model, based on wavelet transform-based time series observations. Each regression equation refers to a different time scale, which enables the use of across-scale error covariances in the feasible GLS estimation procedure for efficiency gains.
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Accounting information quality and systematic risk
Review of Quantitative Finance and Accounting, 2018Xuejing Xing, Shan Yan
semanticscholar +1 more source