Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10011853736
Measuring interconnectedness in a banking system and identifying the transmission channels of systemic risk is a main issue for the analysis of financial stability. We develop a methodology based on conditional tail risk networks to assess the channels of transmission in a banking system, and to...
Persistent link: https://www.econbiz.de/10013242680
Persistent link: https://www.econbiz.de/10012794904
Persistent link: https://www.econbiz.de/10014636777
Persistent link: https://www.econbiz.de/10013171492