Prediction of Banks Distress – Regional Differences and Macroeconomic Conditions
In this study we focus on distress events of European banks over the period of 1990–2015, using unbalanced panel of 3,691 banks. We identify 132 distress events, which include actual bankruptcies as well as bailout cases. We apply CAMEL‑like bank‑level variables and control macroeconomic variables (...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
Lodz University Press
2019-12-01
|
Series: | Acta Universitatis Lodziensis. Folia Oeconomica |
Subjects: | |
Online Access: | https://czasopisma.uni.lodz.pl/foe/article/view/3939 |