Systemic risk contribution of banks and non-bank financial institutions across frequencies : the Australian experience
Md Lutfur Rahman, Victor Troster, Gazi Salah Uddin, Muhammad Yahya
| Year of publication: |
2022
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|---|---|
| Authors: | Rahman, Md Lutfur ; Troster, Victor ; Uddin, Mohammed Gazi Salah ; Yahya, Muhammad |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 79.2022, p. 1-17
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| Subject: | Systemic risk | Australian financial sector | Copulas | Delta conditional value-at-risk | Frequency | Wavelets | Systemrisiko | Australien | Australia | Finanzsektor | Financial sector | Risikomaß | Risk measure | Bank | Bankrisiko | Bank risk | Bankenregulierung | Bank regulation | Finanzmarkt | Financial market | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101992 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350007