Financial risk meter for the Romanian stock market
Year of publication: |
2023
|
---|---|
Authors: | Pele, Daniel Traian ; Conda, Alexandra Ioana ; Bag, Raul Cristian ; Mazurencu-Marinescu-Pele, Miruna ; Strat, Vasile Alecsandru |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 26.2023, 1, Art.-No. 1, p. 5-24
|
Subject: | systemic risk | spillover effect | Romania | FRM@RO | financial risk meter | Rumänien | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Systemrisiko | Systemic risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Finanzmarkt | Financial market | Risiko | Risk | Volatilität | Volatility |
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