How macroeconomic conditions affect systemic risk in the short and long-run?
Year of publication: |
2024
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Authors: | Kurter, Zeynep O. |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 70.2024, Art.-No. 102083, p. 1-20
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Subject: | ARDL | Banking sector | DCC-GJRGARCH | Financial stability | Quantile regression | Systemic risk | Value at risk | Systemrisiko | Bankrisiko | Bank risk | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Risiko | Risk | Schätzung | Estimation | Welt | World |
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