NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Bank Risk Dynamics and Distance to Default

Stefan Nagel, Amiyatosh Purnanandam

NBER Working Paper No. 25807
Issued in May 2019

---- Acknowledgments ----

We are grateful for comments from Andrea Eisfeldt, Itay Goldstein, Zhiguo He, David Lando, Debbie Lucas, Ben Meiselman, George Pennacchi, Uday Rajan, Stephen Schaefer, Pietro Veronesi, Toni Whited, seminar participants at the Bank of Canada, Federal Reserve Board, Georgia State University, MIT, University of Michigan, University of Texas at Dallas and conference participants at the American Finance Association Meetings, the Conference on Financial Regulation at the University of Chicago, and the Trinity of Stability Conference at the Deutsche Bundesbank. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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