In search of a measure of banking sector distress: empirical study of CESEE banking sectors
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DOI: 10.1057/s41283-017-0031-y
Abstract: We tested the reliability of different versions of the Z-score and CAMELS-based financial strength indices (aggregated from bank-level data) in detecting periods of banking crisis on a sample of 20 Central, Eastern, and Southeastern European… read more here.
Keywords: measure banking; search measure; banking sector; cesee ... See more keywords