Credit booms and crisis-emergent asset comovement : the problem of latent correlation
Messaoud Chibane, Amadeus Gabriel, Gabriel A. Giménez Roche
| Year of publication: |
2022
|
|---|---|
| Authors: | Chibane, Messaoud ; Gabriel, Amadeus ; Giménez Roche, Gabriel A. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 85.2022, p. 270-279
|
| Subject: | Correlation shift | Credit | Disaster event | Latent correlation | Malinvestment | Korrelation | Correlation | Kreditrisiko | Credit risk | Konjunktur | Business cycle | Finanzkrise | Financial crisis | Börsenkurs | Share price | Kredit | Katastrophe | Disaster | Kreditgeschäft | Bank lending |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.03.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013336283