Interconnectedness between stock and credit markets : the role of European G-SIBs in a multilayer perspective
Matteo Foglia, Caterina Di Tommaso, Gang-Jin Wang, Vincenzo Pacelli
| Year of publication: |
2024
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|---|---|
| Authors: | Foglia, Matteo ; Di Tommaso, Caterina ; Wang, Gang-Jin ; Pacelli, Vincenzo |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 91.2024, Art.-No. 101942, p. 1-16
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| Subject: | Credit risk | Financial markets | G-SIBs | Interconnected multilayer network | Market risk | Volatility feedback loop | Kreditrisiko | Finanzmarkt | Financial market | Volatilität | Volatility | Kreditmarkt | Credit market | EU-Staaten | EU countries | Börsenkurs | Share price | Systemrisiko | Systemic risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2024.101942 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494827