Atheoretical Regression Trees for classifying risky financial institutions-Reference-Cited by-同舟云学术

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Atheoretical Regression Trees for classifying risky financial institutions

Published:2019-11-14 Issue:1-2 Volume:299 Page:1357-1377
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Cappelli Carmela,Di Iorio Francesca,Maddaloni Angela,D’Urso Pierpaolo

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

http://link.springer.com/content/pdf/10.1007/s10479-019-03406-9.pdf

Reference31 articles.

1. Acharya, V., Engle, R., & Richardson, M. (2012). Capital shortfall: A new approach to ranking and regulating systemic risks. American Economic Review Papers and Proceedings, 102(3), 59–64.

2. Acharya, V., & Steffen, S. (2015). The ‘greatest’ carry trade ever? Understanding eurozone bank risks. Journal of Financial Economics, 115(2), 215–236.

3. Acharya, V. V., Pedersen, L. H., Philippon, T., & Richardson, M. P. (2017). Measuring systemic risk. The Review of Financial Studies, 30(1), 2–47.

4. Adrian, T., & Brunnermeier, M. (2016). CoVaR. American Economic Review, 106(7), 1705–1741.

5. Adrian, T., & Shin, H. (2010). Liquidity and leverage. Journal of Financial Intermediation, 19(3), 418–437.

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