Toggle navigation
Home
Publications
Publications
Authors
Institutions
Journals
Rankings
Authors
Institutions
Journals
About
FAQ
Links
Contacts
PT
Sign in
Article
Title:
Stress-Testing US Bank Holding Companies: A Dynamic Panel Quantile Regression Approach
Authors:
Francisco Covas
(
Fed Res Board
) (
Fed Res Board
)
Ben Rump
(
Fed Res Board
) (
Fed Res Board
)
Egon Zakrajsek
(
Fed Res Board
) (
Fed Res Board
)
Journal:
International Journal Of Forecasting
Year:
2014
Volume:
30
Pages:
691-713
JEL codes:
C51 - Model Construction and Estimation
C53 - Forecasting and Other Model Applications
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G28 - Government Policy and Regulation
Back