Measuring financial contagion and spillover effects with a state-dependent sensitivity value-at-risk model
Year of publication: |
2020
|
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Authors: | Andrieş, Alin Marius ; Galasan, Elena |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 1/5, p. 1-20
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Subject: | European commercial banks | financial contagion | risk spillovers | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Bankrisiko | Bank risk | Schätzung | Estimation | Bank | Theorie | Theory | Bankenkrise | Banking crisis | Risiko | Risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8010005 [DOI] hdl:10419/257961 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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