Athen's game of chicken or the conditional dependence between the Greek banks
Abdelkader Derbali, Slaheddine Hallara, Aida Sy
| Year of publication: |
2016
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|---|---|
| Authors: | Derbali, Abdelkader ; Hallara, Slaheddine ; Sy, Aida |
| Published in: |
International journal of economics and accounting : IJEA. - Genève [u.a.] : Inderscience Enterprises, ISSN 2041-868X, ZDB-ID 2586867-6. - Vol. 7.2016, 1, p. 1-26
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| Subject: | asset returns | correlation | conditional dependence | GARCH-DCC | GARCH-DECO | Greece | Griechenland | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Korrelation | Correlation | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011636103