The transmission of default risk between banks and countries based on CAViaR models

Wei Peng

Year of publication:	2021
Authors:	Peng, Wei
Published in:	International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 72.2021, p. 500-509
Subject:	Banking system \| CAViaR \| Country default risk \| Kreditrisiko \| Credit risk \| Bankrisiko \| Bank risk \| Länderrisiko \| Country risk \| Bank \| Risikomanagement \| Risk management \| Theorie \| Theory

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