Abnormal returns and systemic risk : evidence from a non-parametric bootstrap framework during the European sovereign debt crisis
Konstantinos Gkillas, Christos Floros, Christoforos Konstantatos, Dimitrios I. Vortelinos
| Year of publication: |
2020
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|---|---|
| Authors: | Gillas, Konstantinos Gkillas ; Floros, Christos ; Konstantatos, Christoforos ; Vortelinos, Dimitrios I. |
| Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 10.2020, 3, p. 264-290
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| Subject: | abnormal returns | bootstrap | ECB events | financial crises | Finanzkrise | Financial crisis | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Schuldenkrise | Debt crisis | Systemrisiko | Systemic risk | EU-Staaten | EU countries | Kapitalmarktrendite | Capital market returns | Eurozone | Euro area | Bankenkrise | Banking crisis | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2020.108390 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012271060