Relation between regional uncertainty spillovers in the global banking system
Sachapon Tungsong, Fabio Caccioli and Tomaso Aste
| Year of publication: |
2018
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|---|---|
| Authors: | Tungsong, Sachapon ; Caccioli, Fabio ; Aste, Tomaso |
| Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 4.2018, 2, p. 1-23
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| Subject: | systemic risk | forecast error variance decomposition (FEVD) | connectedness | spillover effects | banking networks | Spillover-Effekt | Spillover effect | Systemrisiko | Systemic risk | Welt | World | Bank | Dekompositionsverfahren | Decomposition method | Finanzsystem | Financial system | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JNTF.2018.040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012005456