Measuring the Propagation of Financial Distress with Granger-Causality Tail Risk Networks
Year of publication: |
2018
|
---|---|
Authors: | Corsi, Fulvio |
Other Persons: | Lillo, Fabrizio (contributor) ; Pirino, Davide (contributor) ; Trapin, Luca (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Insolvenz | Insolvency | Finanzkrise | Financial crisis | Finanzdienstleistung | Financial services | Messung | Measurement | Risikomaß | Risk measure | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 28, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2576078 [DOI] |
Classification: | G00 - Financial Economics. General ; G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages ; H63 - Debt; Debt Management ; C12 - Hypothesis Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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