Is bank portfolio riskiness procyclical? Evidence from Italy using a vector autoregression
Year of publication: |
2008
|
---|---|
Authors: | Marcucci, Juri ; Quagliariello, Mario |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 1, p. 46-63
|
Subject: | Bank | Bankrisiko | Bank risk | Konjunktur | Business cycle | VAR-Modell | VAR model | Schock | Shock | Italien | Italy | 1990-2004 |
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