Estimation of banking technology under credit uncertainty
Credit risk is crucial to understanding banks’ production technology and should be explicitly accounted for when modeling the latter. The banking literature has largely accounted for risk usingex-post realizations of banks’ uncertain outputs and the variables intended to capture risk. This is equiva...
- Autores:
-
Malikov, Emir
Restrepo-Tobón, Diego
Kumbhakar, Subal C.
- Tipo de recurso:
- Fecha de publicación:
- 2014
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- eng
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/7619
- Acceso en línea:
- http://hdl.handle.net/10784/7619
- Palabra clave:
- Ex-ante cost function
Production uncertainty
Productivity
Returns to scale
Risk
- Rights
- License
- restrictedAccess