Bank liability structure, FDIC loss, and time to failure: A quantile regression approach.
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Bank liability structure, FDIC loss, and time to failure: A quantile regression approach. / Schaeck, K.
Yn: Journal of Financial Services Research, Cyfrol 33, Rhif 3, 01.06.2008, t. 163-179.
Yn: Journal of Financial Services Research, Cyfrol 33, Rhif 3, 01.06.2008, t. 163-179.
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
HarvardHarvard
Schaeck, K 2008, 'Bank liability structure, FDIC loss, and time to failure: A quantile regression approach.', Journal of Financial Services Research, cyfrol. 33, rhif 3, tt. 163-179. https://doi.org/10.1007/s10693-008-0028-5
APA
Schaeck, K. (2008). Bank liability structure, FDIC loss, and time to failure: A quantile regression approach. Journal of Financial Services Research, 33(3), 163-179. https://doi.org/10.1007/s10693-008-0028-5
CBE
Schaeck K. 2008. Bank liability structure, FDIC loss, and time to failure: A quantile regression approach. Journal of Financial Services Research. 33(3):163-179. https://doi.org/10.1007/s10693-008-0028-5
MLA
Schaeck, K. "Bank liability structure, FDIC loss, and time to failure: A quantile regression approach.". Journal of Financial Services Research. 2008, 33(3). 163-179. https://doi.org/10.1007/s10693-008-0028-5
VancouverVancouver
Schaeck K. Bank liability structure, FDIC loss, and time to failure: A quantile regression approach. Journal of Financial Services Research. 2008 Meh 1;33(3):163-179. doi: 10.1007/s10693-008-0028-5
Author
RIS
TY - JOUR
T1 - Bank liability structure, FDIC loss, and time to failure: A quantile regression approach.
AU - Schaeck, K.
PY - 2008/6/1
Y1 - 2008/6/1
U2 - 10.1007/s10693-008-0028-5
DO - 10.1007/s10693-008-0028-5
M3 - Article
VL - 33
SP - 163
EP - 179
JO - Journal of Financial Services Research
JF - Journal of Financial Services Research
SN - 0920-8550
IS - 3
ER -