Contagion risk in global banking sector
Year of publication: |
2019
|
---|---|
Authors: | Daly, Kevin James ; Batten, Jonathan A. ; Mishra, Anil V. ; Choudhury, Tonmoy |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 63.2019, p. 1-19
|
Subject: | Distance to capital (DC) | Distance to default (DD) | Distance to insolvency (DI) | Extreme value theory (EVT) | Global systemically important banks (GSIBs) | Logistic regression model | Welt | World | Insolvenz | Insolvency | Systemrisiko | Systemic risk | Bank | Internationale Bank | International bank | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Bankrisiko | Bank risk | Ausreißer | Outliers | Bankinsolvenz | Bank failure |
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