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Original Articles

Bank insolvency risk and Z-score measures with unimodal returns

Pages 1683-1685 | Published online: 07 Apr 2011

References

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  • Boyd , J. H. , Graham , S. L. and Hewitt , R. S. 1993 . Bank holding company mergers with nonbank financial firms: effects on the risk of failure . Journal of Banking & Finance , 17 : 43 – 63 .
  • Hannan , T. H. and Hanweck , G. A. 1988 . Bank insolvency risk and the market for large certificates of deposit . Journal of Money, Credit and Banking , 20 : 203 – 11 .
  • Pukelsheim , F. 1994 . The three sigma rule . The American Statistician , 48 : 88 – 91 .
  • Roy , A. D. 1952 . Safety first and the holding of assets . Econometrica , 20 : 431 – 49 .
  • Vysochanskii , D. and Petunin , Y. 1980 . Justification of the 3σ rule for unimodal distributions . Theory of Probability and Mathematical Statistics , 21 : 25 – 36 .

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