Tail risk emanating from troubled European banking sectors
Year of publication: |
2021
|
---|---|
Authors: | Javed, Farrukh ; Sabzevari, Hassan ; Virk, Nader Shahzad |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-6
|
Subject: | Correlation | CoVaR | DCC | Quantile regression | Systemic risk | Systemrisiko | Risikomaß | Risk measure | Bankrisiko | Bank risk | Bank | Korrelation | EU-Staaten | EU countries | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Finanzkrise | Financial crisis | Statistische Verteilung | Statistical distribution | Finanzsektor | Financial sector |
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