The transmission of default risk between banks and countries based on CAViaR models
Year of publication: |
2021
|
---|---|
Authors: | Peng, Wei |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 72.2021, p. 500-509
|
Subject: | Banking system | CAViaR | Country default risk | Kreditrisiko | Credit risk | Länderrisiko | Country risk | Bank | Bankrisiko | Bank risk | EU-Staaten | EU countries |
-
Banks' sovereign exposures : in search of new rules
Baglioni, Angelo, (2021)
-
Laeven, Luc, (2016)
-
Financial stability in Europe : banking and sovereign risk
Brůha, Jan, (2018)
- More ...
-
Lui, Donsheng, (2011)
-
Lindebjerg, Eirik S., (2015)
-
RISK AND SITE FACTORS AFFECTING POTENTIAL NITROGEN DELIVERY IN THE VIRGINIA COASTAL PLAIN
Peng, Wei, (2001)
- More ...