Do stress tests reduce liquidity risk opacity?
Ines Khammassi, Talel Boufateh and Kamel Naoui
| Year of publication: |
2020
|
|---|---|
| Authors: | Khammassi, Ines ; Boufateh, Talel ; Naoui, Kamel |
| Published in: |
American journal of finance and accounting. - Genève : Inderscience Enterprises, ISSN 1752-7775, ZDB-ID 2454263-5. - Vol. 6.2020, 2, p. 135-158
|
| Subject: | stress tests | panel-VAR approach | liquidity risk | macroeconomic and specific shocks | Middle East and North Africa | MENA | Schock | Shock | MENA-Staaten | MENA countries | Stresstest | Stress test | Bankenliquidität | Bank liquidity | Liquidität | Liquidity | Bankrisiko | Bank risk | Mittlerer Osten | Middle East | Kreditrisiko | Credit risk | Nordafrika | North Africa | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AJFA.2020.110322 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012316102