On the risk-based contagion of G7 banking system and the COVID-19 pandemic
Paulo Matos, Antonio Costa and Cristiano da Silva
| Year of publication: |
2024
|
|---|---|
| Authors: | Matos, Paulo ; Costa, Antonio ; Silva, Cristiano da Costa da |
| Subject: | Absolute risk measures | wavelet dissimilarities | frequency-based Granger causality | value at risk (VaR) ratio | Risikomaß | Risk measure | Coronavirus | Kausalanalyse | Causality analysis | Bankrisiko | Bank risk | Risiko | Risk | Finanzsystem | Financial system | Risikomanagement | Risk management | Messung | Measurement |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/09721509211026813 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015163189