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~person:"Betz, Frank"
~person:"Doman, Ryszard"
~subject:"Tail dependence"
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Tail dependence
tail dependence
9
Value-at-Risk
6
network topology
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sovereignbank linkages
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systemic risk contribution
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Spearman’s rho
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Betz, Frank
Doman, Ryszard
Chen, Xiaohong
5
Ferreira, Helena
5
Shahzad, Syed Jawad Hussain
5
Tiwari, Aviral Kumar
5
Weiß, Gregor
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Journal of financial stability
1
Portuguese Economic Journal
1
Portuguese economic journal
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ECONIS (ZBW)
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Systemic risk spillovers in the European banking and sovereign network
Betz, Frank
;
Hautsch, Nikolaus
;
Peltonen, Tuomo
; …
- In:
Journal of financial stability
25
(
2016
),
pp. 206-224
Persistent link: https://www.econbiz.de/10011704905
Saved in:
2
Dynamic linkages between stock markets: the effects of crises and globalization
Doman, Małgorzata
;
Doman, Ryszard
- In:
Portuguese Economic Journal
12
(
2013
)
2
,
pp. 87-112
means of the conditional Spearman’s rho, and dependencies in extremes quantified by the conditional
tail
dependence
…
Persistent link: https://www.econbiz.de/10011002307
Saved in:
3
Dynamic linkages between stock markets : the effects of crises and globalization
Doman, Małgorzata
;
Doman, Ryszard
- In:
Portuguese economic journal
12
(
2013
)
2
,
pp. 87-112
Persistent link: https://www.econbiz.de/10009780259
Saved in:
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