An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries
Ronald MacDonald, Vasilios Sogiakas, Andreas Tsopanakis
| Year of publication: |
August 2015
|
|---|---|
| Authors: | MacDonald, Ronald ; Sogiakas, Vasilios ; Tsopanakis, Andreas |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 48.2015, p. 52-69
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| Subject: | Financial crisis | Systemic risk | Financial stress index | VAR | Finanzkrise | Eurozone | Euro area | EU-Staaten | EU countries | VAR-Modell | VAR model | Systemrisiko | Schock | Shock | Bankenkrise | Banking crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2014.10.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011452407