Monitoring transmission of systemic risk : application of partial least squares structural equation modeling in financial stress testing
Necmi K. Avkiran, Christian M. Ringle and Rand Low
| 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 | Kleinste-Quadrate-Methode | Least squares method | Systemrisiko | Systemic risk | Theorie | Theory | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2018.386 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011914676