Dependence between Islamic banks and conventional banks and risk factors
Mohamed Amin Chakroun, Mohamed Imen Gallali
| Year of publication: |
2021
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|---|---|
| Authors: | Chakroun, Mohamed Amin ; Gallali, Mohamed Imen |
| Published in: |
International journal of banking, accounting and finance : IJBAAF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-3849, ZDB-ID 2471984-5. - Vol. 12.2021, 3, p. 201-239
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| Subject: | Islamic finance | contagion | systemic risk | copula | marginal expected shortfall | MES | panel VAR | GJR-DCC-GARCH | Finanzdienstleistung | Financial services | Islamisches Finanzsystem | Risikomaß | Risk measure | Bankrisiko | Bank risk | Multivariate Verteilung | Multivariate distribution | Systemrisiko | Systemic risk | Risikomanagement | Risk management | Bankgeschäft | Banking services | Welt | World | Ansteckungseffekt | Contagion effect |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBAAF.2021.116189 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012594656