Quantifying endogenous and exogenous shocks to financial sector systemic risk : a comparison of GFC and COVID-19
Muhammad Usman, Zaghum Umar, Sun-Yong Choi, Tamara Teplova
| Year of publication: |
2024
|
|---|---|
| Authors: | Usman, Muhammad ; Umar, Zaghum ; Choi, Sun-Yong ; Teplova, Tamara V. |
| Subject: | 2008 global financial crisis | Copula-CoVaR | COVID-19 pandemic | Endogenous and Exogenous Shock | Financial sector systemic risk | Finanzkrise | Financial crisis | Coronavirus | Schock | Shock | Systemrisiko | Systemic risk | Welt | World | Finanzsektor | Financial sector | Wirkungsanalyse | Impact assessment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494683