Novel insights into banking risk structure: empirical evidence from nexus of financial, governance, and industrial landscape through nested tested modeling.
The present study brings new insights to investigate the empirical estimation of banking risk behavior through advanced mechanisms. Consistent with the need to comply with the new age of finance, this study uniquely banks its case by employing nested tested modeling through a nexus of bank-specific...
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| Autores principales: | , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Taylor & Francis Group
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/1dcda8a356754f129c9459d8b1051516 |
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