Dynamic comovement among banks, systemic risk, and the macroeconomy
Pavel Kapinos, N. Kundan Kishor, Jun Ma
| Year of publication: |
2022
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|---|---|
| Authors: | Kapinos, Pavel ; Kishor, N. Kundan ; Ma, Jun |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 138.2022, p. 1-14
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| Subject: | Banks | Business cycles | Chargeoffs | Dynamic factor models | Return on assets | Systemic risk | Konjunktur | Business cycle | Systemrisiko | Bank | Finanzmarkt | Financial market | Bankrisiko | Bank risk | Schätzung | Estimation | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Theorie | Theory | Konjunkturzusammenhang | Business cycle synchronization | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105894 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461953