Systemic risk among European banks : a copula approach
Jacob Kleinow, Fernando Moreira
| 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
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| Subject: | SIFI | Copula | Interconnectedness | Bailout | Default | CDS | Europe | Contagion | Kreditderivat | Credit derivative | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Multivariate Verteilung | Multivariate distribution | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | EU-Staaten | EU countries | Bankenkrise | Banking crisis | Schuldenübernahme | Europa | Bank | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673405