Tail risk emanating from troubled European banking sectors
Farrukh Javed, Hassan Sabzevari, Nader Virk
| Year of publication: |
2021
|
|---|---|
| Authors: | Javed, Farrukh ; Sabzevari, Hassan ; Virk, Nader |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-6
|
| Subject: | Correlation | CoVaR | DCC | Quantile regression | Systemic risk | Systemrisiko | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Korrelation | Schätzung | Estimation | Bank | Europa | Europe | EU-Staaten | EU countries | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.101952 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014632302