Banking systemic vulnerabilities : a tail-risk dynamic CIMDO approach

Xisong Jin; Francisco de A. Nadal De Simone

Year of publication:	2014
Authors:	Jin, Xisong ; Nadal-De Simone, Francisco
Published in:	Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 14.2014, p. 81-101
Subject:	Financial stability \| Procyclicality \| Macroprudential policy \| Credit risk \| Early warning indicators \| Default probability \| Non-linearities \| Generalized dynamic factor model \| Dynamic copulas \| GARCH \| Kreditrisiko \| Wirtschaftsindikator \| Economic indicator \| Finanzkrise \| Financial crisis \| ARCH-Modell \| ARCH model \| Finanzmarktaufsicht \| Financial supervision \| Frühwarnsystem \| Early warning system \| Bankenkrise \| Banking crisis \| Volatilität \| Volatility \| Konjunktur \| Business cycle \| Bankenregulierung \| Bank regulation \| Basler Akkord \| Basel Accord \| Schätzung \| Estimation \| Multivariate Verteilung \| Multivariate distribution \| Zeitreihenanalyse \| Time series analysis

Extent:	graph. Darst.
Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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