Networks and market-based measures of systemic risk : the European banking system in the aftermath of the financial crisis
Year of publication: |
2020
|
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Authors: | Clemente, Gian Paolo ; Grassi, Rosanna ; Pederzoli, Chiara |
Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 15.2020, 1, p. 159-181
|
Subject: | Network analysis | Financial interconnectedness | Systemic risk | Market-based risk measures | Finanzkrise | Financial crisis | Systemrisiko | Finanzsystem | Financial system | Bankrisiko | Bank risk | Messung | Measurement | Finanzsektor | Financial sector | Risiko | Risk | Risikomaß | Risk measure | EU-Staaten | EU countries | Unternehmensnetzwerk | Business network |
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