Can market risk explain the systemic risk? : evidence from the US banking industry
Year of publication: |
2024
|
---|---|
Authors: | Tzouvanas, Panagiotis |
Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 51.2024, 1, p. 165-184
|
Subject: | Idiosyncratic risk | Market risk | Systematic risk | Systemic risk | Systemrisiko | Risiko | Risk | Bankrisiko | Bank risk | USA | United States | Risikoprämie | Risk premium | Risikomaß | Risk measure | Risikomanagement | Risk management | Marktrisiko | Bank | Volatilität | Volatility | CAPM | Schätzung | Estimation |
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