Stata code for "Time-varying Z-score measures for bank insolvency risk: best practice"
收藏Mendeley Data2026-04-18 收录
下载链接：
https://data.mendeley.com/datasets/8ndw92bz8k
下载链接
链接失效反馈官方服务：
资源简介：
This Stata code, which accompanies our paper "Time-varying Z-score measures for bank insolvency risk: best practice", calculates exponentially weighted mean and variance for a set of decay factors; it also outputs the 3-period moving average/variance (fast code).
创建时间：
2023-06-23
