Estimating global bank network connectedness
Year of publication: |
February 2017
|
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Authors: | Demirer, Mert ; Diebold, Francis X. ; Liu, Laura ; Yılmaz, Kamil |
Publisher: |
Cambridge, MA : National Bureau of Economic Research |
Subject: | Systemic risk | connectedness | systemically important financial institutions | vector autoregression | variance decomposition | lasso | elastic net | adaptive lasso | adaptive elastic net | Internationale Bank | International bank | Aktiengesellschaft | Listed company | Unternehmensnetzwerk | Business network | Schätzung | Estimation | VAR-Modell | VAR model | Systemrisiko |
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Estimating global bank network connectedness
Demirer, Mert, (2015)
-
Estimating global bank network connectedness
Demirer, Mert, (2015)
-
Estimating global bank network connectedness
Demirer, Mert, (2015)
- More ...
-
Estimating global bank network connectedness
Demirer, Mert, (2015)
-
Estimating global bank network connectedness
Demirer, Mert, (2015)
-
Estimating global bank network connectedness
Demirer, Mert, (2015)
- More ...