Dynamic conditional systemic risk measures
Deyan Radev
| Year of publication: |
2023
|
|---|---|
| Authors: | Radev, Deyan |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 73.2023, 2, p. 106-133
|
| Subject: | banking stability | financial distress | sovereign default | tail risk | contagion | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Bankenkrise | Banking crisis | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Staatsbankrott | Sovereign default | Bankrisiko | Bank risk | Schock | Shock | Risikomaß | Risk measure | Länderrisiko | Country risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32065/CJEF.2023.02.01 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014313193