Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach

Journal of Banking and Finance

Volumn 33, Issue 11, 2009, Pages 2050-2061

  Koutsomanoli Filippaki, Anastasia ^a   Mamatzakis, Emmanuel ^b  

^a Ministry of Economy and Finance   (Greece)

^b UNIVERSITY OF PIRAEUS   (Greece)

Author keywords

Bank inefficiency; Causality; Default risk; Panel VAR

Indexed keywords

EID: 70249125386     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.05.009     Document Type: Article

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