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 | 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 |
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