Measuring credit procyclicality: A new database
Bouvatier, Vincent, Delatte, Anne-Laure, Rehault, Pierre-Nicolas
Published in Emerging markets review (01.09.2022)
Published in Emerging markets review (01.09.2022)
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Journal Article
Time-varying Z-score measures for bank insolvency risk: Best practice
Bouvatier, Vincent, Lepetit, Laetitia, Rehault, Pierre-Nicolas, Strobel, Frank
Published in Journal of empirical finance (01.09.2023)
Published in Journal of empirical finance (01.09.2023)
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Journal Article