Monitoring transmission of systemic risk : application of partial least squares structural equation modeling in financial stress testing
Year of publication: |
June 2018
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Authors: | Avkiran, Necmi K. ; Ringle, Christian M. ; Low, Rand Kwong Yew |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 20.2017/2018, 5, p. 83-115
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Subject: | structural equation modeling | partial least squares | path model | contagion of systemic risk | shadow banking | bank holding companies | Partielle kleinste Quadrate | Partial least squares | Strukturgleichungsmodell | Structural equation model | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Finanzmarkt | Financial market | Kleinste-Quadrate-Methode | Least squares method | Ansteckungseffekt | Contagion effect | Bank |
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