How to capture macro-financial spillover effects in stress tests
Year of publication: |
2020
|
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Authors: | Hesse, Heiko ; Salman, Ferhan ; Schmieder, Christian |
Published in: |
Stress testing : principles, concepts, and frameworks. - Washington, DC : International Monetary Fund, ISBN 978-1-4843-1071-7. - 2020, p. 277-297
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Subject: | Bank | Finanzkrise | Financial crisis | Bankenliquidität | Bank liquidity | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Panel | Panel study | ARCH-Modell | ARCH model | Welt | World | 2006 - 2012 |
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