How macroeconomic conditions affect systemic risk in the short and long-run?
Year of publication: |
[2022]
|
---|---|
Authors: | Kurter, Zeynep O. |
Publisher: |
Coventry, United Kingdom : University of Warwick, Department of Economics |
Subject: | Systemic Risk | Value at Risk | Quantile Regression | DCC-GJRGARCH | ARDL | Banking Sector | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Risikomaß | Risk measure | Risiko | Risk | Risikomanagement | Risk management | Regressionsanalyse | Regression analysis | Finanzkrise | Financial crisis | Theorie | Theory | Bank | Schätzung | Estimation |
-
Identifying systemically important banks in Pakistan : a quantile regression analysis
Zeb, Shumaila, (2015)
-
How macroeconomic conditions affect systemic risk in the short and long-run?
Kurter, Zeynep O., (2024)
-
An AI approach to measuring financial risk
Yu, Lining, (2023)
- More ...
-
How macroeconomic conditions affect systemic risk in the short and long-run?
Kurter, Zeynep O., (2024)
-
European sovereign bond and stock market granger causality dynamics
Gomes, Pedro, (2022)
- More ...