Are systemic risk measures effective? : Evidence from macroeconomic downside risk prediction
Zhihong Jian, Haisong Lu and Zhican Zhu
| Year of publication: |
2024
|
|---|---|
| Authors: | Jian, Zhihong ; Lu, Haisong ; Zhu, Zhican |
| Subject: | Systemic risk | macroeconomy | quantile single-index regression | variable selection | Systemrisiko | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | Messung | Measurement | Bankrisiko | Bank risk | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2023.2208327 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015084409