Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions

Lina Cortés, Juan F. Rendón () and Javier Perote

No 19593, Documentos de Trabajo de Valor Público from Universidad EAFIT

JEL-codes: C14 C22 C54 G21 G28 (search for similar items in EconPapers)
Pages: 23
Date: 2021-09-20
New Economics Papers: this item is included in nep-isf, nep-ore and nep-rmg
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http://hdl.handle.net/10784/30275

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Persistent link: https://EconPapers.repec.org/RePEc:col:000122:019593

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