Forecasting the fragility of the banking and insurance sectors

Linkages between banks and insurance companies are important when forecasting the fragility of the banking and insurance sectors. We propose a novel empirical framework that allows us to estimate unobserved linkages in panel data sets that contain observed regressors. We find that taking unobserved...

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Veröffentlicht in:	Journal of banking & finance 2011-04, Vol.35 (4), p.807-818
Hauptverfasser:	Bernoth, Kerstin, Pick, Andreas
Format:	Artikel
Sprache:	eng
Schlagworte:	Banking Banking industry Correlation Correlation analysis Economic models Economic stability Empirical research Error correction models Financial linkages Financial stability Financial stability Financial linkages Banking Insurances Unobserved common factors Forecasting techniques Insurance companies Insurance industry Insurances Mean square errors Studies Unobserved common factors
Online-Zugang:	Volltext
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