Predicting U.S. Bank Failures with MIDAS Logit Models.

Autor: Audrino, Francesco (AUTHOR), Kostrov, Alexander (AUTHOR) alexander.kostrov@unisg.ch, Ortega, Juan-Pablo (AUTHOR) francesco.audrino@unisg.ch
Zdroj: Journal of Financial & Quantitative Analysis. Dec2019, Vol. 54 Issue 6, p2575-2603. 29p.
Databáze: Business Source Ultimate