Systemic risk and idiosyncratic networks among global systemically important banks
Year of publication: |
2024
|
---|---|
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
|
Subject: | conditional granger causality | idiosyncratic contagion | network analysis | risk spillover | systemic risk | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Kausalanalyse | Causality analysis | Ansteckungseffekt | Contagion effect | Risiko | Risk | Unternehmensnetzwerk | Business network | Welt | World | Spillover-Effekt | Spillover effect | Bankenkrise | Banking crisis | Risikomanagement | Risk management | Finanzkrise | Financial crisis |
-
A dynamic contagion risk model with recovery features
Amini, Hamed, (2022)
-
Disentangling crashes from tail events
Aboura, Sofiane, (2015)
-
Contagion risk in financial networks
Babus, Ana, (2006)
- More ...
-
Yang, Lu, (2023)
-
Sovereign default network and currency risk premia
Yang, Lu, (2023)
-
Optimal capital structure with supplier market power
Cui, Xue, (2024)
- More ...