Contagion and correlation in empirical models of bank credit risk in Israel
Year of publication: |
April 2018
|
---|---|
Authors: | Beenstock, Michael ; Khatib, Mahmood |
Published in: |
Israel economic review. - Jerusalem : [Verlag nicht ermittelbar], ISSN 0792-0385, ZDB-ID 2136065-0. - Vol. 15.2018, 1, p. 1-34
|
Subject: | contagion | correlated risk | bank credit risk | volatility | Ansteckungseffekt | Contagion effect | Branche | Economic sector | Risiko | Risk | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Empirische Methode | Empirical method | Israel | 2000-2010 |
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