Systemic risk spillovers in the European banking and sovereign network
Frank Betz, Nikolaus Hautsch, Tuomas A. Peltonen, Melanie Schienle
| Year of publication: |
August 2016
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|---|---|
| Authors: | Betz, Frank ; Hautsch, Nikolaus ; Peltonen, Tuomo ; Schienle, Melanie |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 25.2016, p. 206-224
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| Subject: | Systemic risk contribution | Tail dependence | Network topology | Sovereign-bank linkages | Value-at-Risk | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Unternehmensnetzwerk | Business network | EU-Staaten | EU countries | Bank | Bankrisiko | Bank risk | Spillover-Effekt | Spillover effect | Bankenkrise | Banking crisis | Netzwerk | Network | Finanzsektor | Financial sector |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2015.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704905