Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks : evidence from recent quantile approaches
Resul Aydemir, Huzeyfe Zahit Atan and Bulent Guloglu
| Year of publication: |
2024
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|---|---|
| Authors: | Aydemir, Resul ; Atan, Huzeyfe Zahit ; Güloğlu, Bülent |
| Published in: |
International journal of Islamic and Middle Eastern finance and management. - Bingley : Emerald, ISSN 1753-8408, ZDB-ID 2423843-0. - Vol. 17.2024, 1, p. 16-44
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| Subject: | Financial risk spillovers | Dual banking system | Tail codependence | Multivariate quantile autoregression | Value at risk | Quantile-on-quantile regressio | Risikomaß | Risk measure | Bankrisiko | Bank risk | Islamisches Finanzsystem | Islamic finance | Finanzsystem | Financial system | Risiko | Risk | Schätzung | Estimation | Risikomanagement | Risk management | Finanzrisiko | Financial risk | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IMEFM-11-2022-0435 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014478178