Volatility spillovers and capital buffers among the G-SIBs
Year of publication: |
2020
|
---|---|
Authors: | McNelis, Paul D. ; Yetman, James |
Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
Subject: | G-SIBs | contagion | connectedness | bankcapital | cross validation | Volatilität | Volatility | Spillover-Effekt | Spillover effect |
Extent: | 1 Online-Ressource (circa 24 Seiten) Illustrationen |
---|---|
Series: | Working papers / Bank for International Settlements. - Basle, ISSN 1682-7678, ZDB-ID 2467027-3. - Vol. no 856 (April 2020) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Connectedness and risk spillovers in China's stock market: a sectoral analysis
Wu, Fei, (2019)
-
Apostolakis, George N., (2022)
-
Fu, Jiasha, (2022)
- More ...
-
Volatility Spillovers and Capital Buffers Among the G-Sibs
McNelis, Paul D., (2020)
-
The money-age distribution: empirical facts and limited monetary models
Heer, Burkhard, (2007)
-
McNelis, Paul D., (1993)
- More ...