Size does matter, as well as sector activities : systemic risk sensitivities of financial firms in the U.S. and European stock markets
Philippe Madiès, Mathis Mourey, andOllivier Taramasco
| Year of publication: |
2024
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|---|---|
| Authors: | Madiès, Philippe ; Mourey, Mathis ; Taramasco, Ollivier |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 2101-0145, ZDB-ID 2437679-6. - Vol. 45.2024, 3, p. 114-159
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| Subject: | Systemic Risk | Prudential Regulation | Systemically Important Financial Institutions | CoVaR | Granger Causality | ILLIQ | Interconnectedness | GARCH | Systemrisiko | Systemic risk | USA | United States | Finanzsektor | Financial sector | Kausalanalyse | Causality analysis | Welt | World | Schätzung | Estimation | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Bank | Bankenregulierung | Bank regulation | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Börsenkurs | Share price | Risiko | Risk | Finanzmarktregulierung | Financial market regulation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015173855