Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence
Jian Yang; Yinggang Zhou
| Year of publication: |
2013
|
|---|---|
| Authors: | Yang, Jian ; Zhou, Yinggang |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 59.2013, 10, p. 2343-2359
|
| Subject: | credit risk | financial network | systemic risk | structural VAR | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Spillover-Effekt | Spillover effect | Finanzsektor | Financial sector | Welt | World | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010202770