Spillover effects among financial institutions : a state-dependent sensitivity value-at-risk approach
Zeno Adams, Roland Füss, and Reint Gropp
| Year of publication: |
2014
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|---|---|
| Authors: | Adams, Zeno ; Füss, Roland ; Gropp, Reint |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 49.2014, 3, p. 575-598
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| Subject: | Risk spillovers | state-dependent sensitivity value-at-risk (SDSVaR) | quantile regression | financial institutions | hedge funds | Spillover-Effekt | Spillover effect | Risikomaß | Risk measure | Hedgefonds | Hedge fund | Risikomanagement | Risk management | Bankrisiko | Bank risk | Regressionsanalyse | Regression analysis | Institutioneller Investor | Institutional investor | Risiko | Risk | Finanzsektor | Financial sector | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010487100