Interconnectedness and systemic risk : evidence from global stock markets
Year of publication: |
2024
|
---|---|
Authors: | Cevik, Emrah Ismail ; Caliskan Terzioglu, Hande ; Kilic, Yunus ; Bugan, Mehmet Fatih ; Dibooglu, Sel |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 69.2024, Art.-No. 102282, p. 1-21
|
Subject: | Component expected shortfall | Financial contagion | Financial stability | Portfolio diversification | Systemic risk | Systemrisiko | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | Portfolio-Management | Portfolio selection | Ansteckungseffekt | Contagion effect | Aktienmarkt | Stock market | Risikomaß | Risk measure | Welt | World | Bankrisiko | Bank risk |
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