Measuring systemic risk in the global banking sector : a cross-quantilogram network approach
Eduard Baumöhl, Elie Bouri, Thi-Hong-Van Hoang, Syed Jawad Hussain Shahzad, Tomáš Výrost
| Year of publication: |
2022
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|---|---|
| Authors: | Baumöhl, Eduard ; Bouri, Elie ; Hoang, Thi Hong Van ; Shahzad, Syed Jawad Hussain ; Výrost, Tomáš |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 109.2022, p. 1-11
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| Subject: | COVID-19 pandemic | Cross-quantilograms | Downturn interdependence | Global banks | Network | Systemic risk | Systemrisiko | Coronavirus | Welt | World | Unternehmensnetzwerk | Business network | Finanzkrise | Financial crisis | Internationale Bank | International bank | Finanzsektor | Financial sector | Bank | Bankrisiko | Bank risk | Interbankenmarkt | Interbank market | Epidemie | Epidemic | Internationaler Finanzmarkt | International financial market | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2022.105775 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013348234