Systemic Risk in Gulf Cooperation Council Countries’ Equity Markets and Banking Sectors : A Dynamic Conditional Value-at-Risk Approach
Year of publication: |
[2021]
|
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Authors: | Maghyereh, Aktham Issa ; Virk, Nader ; Awartani, Basel |
Publisher: |
[S.l.] : SSRN |
Subject: | Arabische Golf-Staaten | Gulf countries | Risikomaß | Risk measure | Aktienmarkt | Stock market | Systemrisiko | Systemic risk | Finanzsektor | Financial sector |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 10, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3926447 [DOI] |
Classification: | G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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