Systemic risk in financial institutions : a multiplex network approach
Yiwei Xie, Feng Jiao, Shihan Li, Qingfu Liu, Yiuman Tse
| Year of publication: |
2022
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|---|---|
| Authors: | Xie, Yiwei ; Jiao, Feng ; Li, Shihan ; Liu, Qingfu ; Tse, Yiuman |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 73.2022, p. 1-23
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| Subject: | copula-CoVaR | DCC | Financial multiplex network | PMFG | Systemic risk | Systemrisiko | Unternehmensnetzwerk | Business network | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Finanzsektor | Financial sector | Netzwerk | Network | Bank | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101752 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380672