Does systemic risk in the fund markets predict future economic downturns?
Dong-hai Zhou, Xiao-xing Liu
Year of publication: |
2024
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Authors: | Zhou, Dong-hai ; Liu, Xiao-xing |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 92.2024, Art.-No. 103089, p. 1-22
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Subject: | Economic downturn | Fund market | Measures of systemic risk | Quantile-on-quantile regression | Tail risk prediction | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Prognoseverfahren | Forecasting model | Welt | World | Konjunktur | Business cycle | Risiko | Risk | Finanzmarkt | Financial market | Messung | Measurement | Risikomaß | Risk measure | Prognose | Forecast |
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