Systemic risk, contagion and risk factors in the Tunisian banking system context : measures and determinants
Mohamed Amin Chakroun, Mohamed Imen Gallali
| Year of publication: |
2024
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| Authors: | Chakroun, Mohamed Amin ; Gallali, Mohamed Imen |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 14.2024, 2, p. 246-280
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| Subject: | contagion | copula | DCC-GARCH | marginal expected shortfall | MES | systemic risk | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Tunesien | Tunisia | Risiko | Risk | Bankenkrise | Banking crisis | Bank | Multivariate Verteilung | Multivariate distribution | Kreditrisiko | Credit risk | Finanzsystem | Financial system | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AAJFA.2024.137362 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014545417