Risk spillovers and interconnectedness between systemically important institutions
Alin Marius Andrieş, Steven Ongena, Nicu Sprincean, Radu Tunaru
| Year of publication: |
2022
|
|---|---|
| Authors: | Andrieş, Alin Marius ; Ongena, Steven ; Sprincean, Nicu ; Tunaru, Radu |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 58.2022, p. 1-26
|
| Subject: | Bank networks | Bayesian graphical VAR | Interconnectedness | Systemic risk | Textual analysis | Systemrisiko | Bank | Spillover-Effekt | Spillover effect | Bankrisiko | Bank risk | Risiko | Risk | Risikomanagement | Risk management | VAR-Modell | VAR model | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2021.100963 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013417451