Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks : evidence from recent quantile approaches
Year of publication: |
2024
|
---|---|
Authors: | Aydemir, Resul ; Atan, Huzeyfe Zahit ; Güloğlu, Bülent |
Published in: |
International journal of Islamic and Middle Eastern finance and management. - Bingley : Emerald, ISSN 1753-8408, ZDB-ID 2423843-0. - Vol. 17.2024, 1, p. 16-44
|
Subject: | Financial risk spillovers | Dual banking system | Tail codependence | Multivariate quantile autoregression | Value at risk | Quantile-on-quantile regressio | Risikomaß | Risk measure | Bankrisiko | Bank risk | Islamisches Finanzsystem | Islamic finance | Bank | Schätzung | Estimation | Finanzkrise | Financial crisis | Risiko | Risk | Finanzsystem | Financial system | Theorie | Theory |
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