Kyoud, Ayoub; El Msiyah, Cherif; Madkour, Jaouad; … - In: Cogent business & management 11 (2024) 1, pp. 1-19
This study reveals the hidden systemic risk spillover effects within Morocco's banking industry using marginal effects derived from Conditional Value at Risk, network theory, and systemic risk indicators. Our findings identify Banque Centrale Populaire and Attijariwafa Bank as key propagators of...