Drivers of risk correlation among financial institutions : a study based on a textual risk disclosure perspective
Guowen Li, Zhongbo Jing, Jingyu Li, Yuyao Feng
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Guowen ; Jing, Zhongbo ; Li, Jingyu ; Feng, Yuyao |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 128.2023, p. 1-12
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| Subject: | Left-tail dependence | Risk correlation mechanism | Risk disclosure | Text mining | Risikomanagement | Risk management | Risiko | Risk | Unternehmenspublizität | Corporate disclosure | Korrelation | Correlation | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106468 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014464430