Título:

Stress-Testing US Bank Holding Companies: A Dynamic Panel Quantile Regression Approach

Autores:

Francisco Covas (Fed Res Board) (Fed Res Board)
Ben Rump (Fed Res Board) (Fed Res Board)
Egon Zakrajsek (Fed Res Board) (Fed Res Board)

Revista:

International Journal Of Forecasting

Ano:

2014

Volume:

30

Páginas:

691-713

Códigos JEL:

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