An Inquiry into Banking Portfolios and Financial Stability Surrounding "The Great Recession"
Year of publication: |
2010-10-18
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Authors: | Garita, Gus |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Conditional probability of joint failure | contagion | dependence structure | distress | multivariate extreme value theory | panel VAR | persistence | risk |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C10 - Econometric and Statistical Methods: General. General ; F42 - International Policy Coordination and Transmission ; E44 - Financial Markets and the Macroeconomy |
Source: |
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Risk-Factor Portfolios and Financial Stability
Garita, Gus, (2009)
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The reciprocal relationship between systemic risk and real economic activity
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Systemic sovereign risk: macroeconomic implications in the euro area
Bahaj, Saleem A., (2014)
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The reciprocal relationship between systemic risk and real economic activity
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How Does Financial Openness Affect Economic Growth and its Components?
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Can Financial Openness Help Avoid Currency Crises?
Garita, Gus, (2009)
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