Bank systemic risk and macroeconomic shocks : Canadian and US evidence
Year of publication: |
2014
|
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Authors: | Calmès, Christian ; Raymond, Théore |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 40.2014, p. 388-402
|
Subject: | Non-interest income | Macroeconomic shocks | Financial stability | Macroprudential policy | EGARCH | Schock | Shock | Kanada | Canada | Finanzkrise | Financial crisis | Wirkungsanalyse | Impact assessment | Geldpolitik | Monetary policy | USA | United States | Systemrisiko | Systemic risk | Finanzmarktaufsicht | Financial supervision | Bankenkrise | Banking crisis | Konjunktur | Business cycle | Bank |
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