Systemic risk and idiosyncratic networks among global systemically important banks
Xue Cui, Lu Yang
Year of publication: |
2024
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Authors: | Cui, Xue ; Yang, Lu |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 1, p. 58-75
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Subject: | conditional granger causality | idiosyncratic contagion | network analysis | risk spillover | systemic risk | Systemrisiko | Systemic risk | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | Kausalanalyse | Causality analysis | Unternehmensnetzwerk | Business network | Risiko | Risk | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Welt | World | Bank | Bankenkrise | Banking crisis |
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