Systemic risk among European banks : a copula approach
Year of publication: |
May 2016
|
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Authors: | Kleinow, Jacob ; Moreira, Fernando |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 42.2016, p. 27-42
|
Subject: | SIFI | Copula | Interconnectedness | Bailout | Default | CDS | Europe | Contagion | Multivariate Verteilung | Multivariate distribution | EU-Staaten | EU countries | Kreditderivat | Credit derivative | Systemrisiko | Systemic risk | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Schuldenübernahme | Bankenkrise | Banking crisis | Europa | Finanzdienstleistung | Financial services | Bank |
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