Dynamic comovement among banks, systemic risk, and the macroeconomy
Year of publication: |
2022
|
---|---|
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
|
Subject: | Banks | Business cycles | Chargeoffs | Dynamic factor models | Return on assets | Systemic risk | Konjunktur | Business cycle | Systemrisiko | Bank | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Dynamische Wirtschaftstheorie | Economic dynamics | Schätzung | Estimation | Kapitaleinkommen | Capital income | Konjunkturzusammenhang | Business cycle synchronization |
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