Estimating global bank network connectedness
Year of publication: |
2015
|
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Authors: | Demirer, Mert ; Diebold, Francis X. ; Liu, Laura ; Yılmaz, Kamil |
Publisher: |
Istanbul : Koç University-TÜSİAD Economic Research Forum (ERF) |
Subject: | systemic risk | connectedness | systemically important financial institutions | vector autoregression | variance decomposition | lasso | elastic net | adaptive lasso | adaptive elastic net |
Series: | Working Paper ; 1512 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 833553186 [GVK] hdl:10419/129366 [Handle] |
Classification: | C32 - Time-Series Models ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Estimating global bank network connectedness
Demirer, Mert, (2015)
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Estimating global bank network connectedness
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