Risk spillovers and interconnectedness between systemically important institutions
Year of publication: |
2022
|
---|---|
Authors: | Andrieş, Alin Marius ; Ongena, Steven ; Sprincean, Nicu ; Tunaru, Radu |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 58.2022, p. 1-26
|
Subject: | Bank networks | Bayesian graphical VAR | Interconnectedness | Systemic risk | Textual analysis | Systemrisiko | Risikomaß | Risk measure | Bank | Spillover-Effekt | Spillover effect | Bayes-Statistik | Bayesian inference | Bankrisiko | Bank risk | Risikomanagement | Risk management | Schätzung | Estimation |
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