Testing for Financial Contagion with Applications to the Canadian Banking System
Year of publication: |
2009
|
---|---|
Authors: | Li, Fuchun |
Institutions: | Bank of Canada |
Subject: | Financial stability | Central bank research | Econometric and statistical methods |
-
Testing for financial contagion with applications to the Canadian banking system
Li, Fuchun, (2009)
-
Dating systemic financial stress episodes in the EU countries
Duprey, Thibaut, (2016)
-
How to predict financial stress? An assessment of Markov switching models
Duprey, Thibaut, (2017)
- More ...
-
Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach
Gravelle, Toni, (2011)
-
Identifying Asymmetric Comovements of International Stock Market Returns
Li, Fuchun, (2010)
-
A Semiparametric Early Warning Model of Financial Stress Events
Christensen, Ian, (2013)
- More ...