Estimating global bank network connectedness
Year of publication: |
2015
|
---|---|
Authors: | Demirer, Mert ; Diebold, Francis X. ; Liu, Laura ; Yılmaz, Kamil |
Publisher: |
Istanbul : TÜSİAD- Koç University Economic Research Forum |
Subject: | Systemic risk | connectedness | systemically important financial institutions | vector autoregression | variance decomposition | lasso | elastic net | adaptive lasso | adaptive elastic net | Systemrisiko | VAR-Modell | VAR model | Schätzung | Estimation | Welt | World | Internationale Bank | International bank |
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