Is there Inter-Regional Systemic Risk Contagion? An Investigation of Inter-Regional Systemic Risk Spillover Effects using the ESS-indicator and Bank CDS Spreads
Year of publication: |
2012
|
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Authors: | Lahmann, Wolfgang |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Systemrisiko | Systemic risk | Kreditderivat | Credit derivative | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Bankenkrise | Banking crisis | Welt | World | Bankrisiko | Bank risk |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 20, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1994849 [DOI] |
Classification: | G17 - Financial Forecasting ; G20 - Financial Institutions and Services. General ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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