Network tail risk estimation in the European banking system
Gabriele Torri, Rosella Giacometti, Tomáš Tichý
| Year of publication: |
2021
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|---|---|
| Authors: | Torri, Gabriele ; Giacometti, Rosella ; Tichý, Tomáš |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 127.2021, p. 1-18
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| Subject: | Financial networks | Systemic risk | Graphical models | CoVaR | Tail risk | Risikomaß | Risk measure | Systemrisiko | Bank | Finanzsektor | Financial sector | Finanzkrise | Financial crisis | Unternehmensnetzwerk | Business network | Bankrisiko | Bank risk | Schätzung | Estimation | EU-Staaten | EU countries | Risiko | Risk | Finanzsystem | Financial system | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104125 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012668977