Drivers of risk correlation among financial institutions : a study based on a textual risk disclosure perspective
Year of publication: |
2023
|
---|---|
Authors: | Li, Guowen ; Jing, Zhongbo ; Li, Jingyu ; Feng, Yuyao |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 128.2023, p. 1-12
|
Subject: | Left-tail dependence | Risk correlation mechanism | Risk disclosure | Text mining | Risikomanagement | Risk management | Risiko | Risk | Unternehmenspublizität | Corporate disclosure | Korrelation | Correlation | Text |
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