Dynamic conditional systemic risk measures
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 | Finanzdienstleistung | Financial services | Finanzkrise | Financial crisis | Insolvenz | Insolvency | Risikomaß | Risk measure | Bankenkrise | Banking crisis | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Staatsbankrott | Sovereign default | Ansteckungseffekt | Contagion effect |
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