Contagion and correlation in empirical models of bank credit risk in Israel
Michael Beenstock and Mahmood Khatib
| 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 |
| 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/10011923232