Risk spillovers between large banks and the financial sector : asymmetric evidence from Europe
Syed Jawad Hussain Shahzad, Thi Hong Van Hoang, Jose Arreola-Hernandez
| Year of publication: |
2019
|
|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Hoang, Thi Hong Van ; Hernandez, Jose Arreola |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 28.2019, p. 153-159
|
| Subject: | Asymmetry | Cross-quantilogram | Europe | Financial sector | Large banks | Risk spillovers | Spillover-Effekt | Spillover effect | Finanzsektor | EU-Staaten | EU countries | Bankrisiko | Bank risk | Bank | Großbank | Large bank | Europa |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012388045