Pierre-Nicholas Rehault

Université de Limoges, LAPE

5 rue Félix Eboué BP3127

LIMOGES, 87031

France

SCHOLARLY PAPERS

2

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438

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

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

Number of pages: 17 Posted: 05 Jan 2017 Last Revised: 06 Jan 2022
Vincent Bouvatier, Laetitia Lepetit, Pierre-Nicholas Rehault and Frank Strobel
University Paris-Est Créteil (UPEC) - ERUDITE, University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), Université de Limoges, LAPE and University of Birmingham - Department of Economics
Downloads 438 (86,720)
Citation 5

Abstract:

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Z-score; bank; insolvency risk; risk measure

2.

Measuring Credit Procyclicality: A New Database

Number of pages: 50 Posted: 22 Sep 2021
Vincent Bouvatier, Anne Laure Delatte and Pierre-Nicholas Rehault
University Paris-Est Créteil (UPEC) - ERUDITE, Centre d'Etudes Prospectives et d'Info. Internationales (CEPII) and Université de Limoges, LAPE
Downloads 0 (830,837)
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Credit Booms, Credit cycle, Credit Gap, Cross-countries Comparison, Global financial cycle, Hodrick-Prescott, Singular Spectrum Analysis