Time-varying Z-score measures for bank insolvency risk: Best practice

Vincent Bouvatier, Laetitia Lepetit (), Pierre-Nicolas Rehault () and Frank Strobel
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Laetitia Lepetit: LAPE - Laboratoire d'Analyse et de Prospective Economiques - GIO - Gouvernance des Institutions et des Organisations - UNILIM - Université de Limoges
Pierre-Nicolas Rehault: LAPE - Laboratoire d'Analyse et de Prospective Economiques - GIO - Gouvernance des Institutions et des Organisations - UNILIM - Université de Limoges

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Date: 2023-09
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Published in Journal of Empirical Finance, 2023, 73, pp.170-179. ⟨10.1016/j.jempfin.2023.06.002⟩

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Journal Article: Time-varying Z-score measures for bank insolvency risk: Best practice (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04285763

DOI: 10.1016/j.jempfin.2023.06.002

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