A high-frequency data dive into SVB collapse
David Y. Aharon, Shoaib Ali
| Year of publication: |
2024
|
|---|---|
| Authors: | Aharon, David Y. ; Ali, Shoaib |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 59.2024, Art.-No. 104823, p. 1-9
|
| Subject: | Bank failure | Connectedness | DCC-GARCH | Equity markets | Hedge ratio | Silicon Valley Bank | SVB | TVP-VAR | Bankinsolvenz | Aktienmarkt | Stock market | Bankenkrise | Banking crisis | Hedging | Bankrisiko | Bank risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104823 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445405