Volatility impacts on global banks : insights from the GFC, COVID-19, and the Russia-Ukraine war
Year of publication: |
2023
|
---|---|
Authors: | Batten, Jonathan A. ; Boubaker, Sabri ; Kinateder, Harald ; Choudhury, Tonmoy ; Wagner, Niklas F. |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 215.2023, p. 325-350
|
Subject: | Banks | Financial institutions | GSIB | Implied volatility | Pandemics | Value-at-risk | War | Coronavirus | Volatilität | Volatility | Welt | World | Bank | Risikomaß | Risk measure | Internationale Bank | International bank | Wirkungsanalyse | Impact assessment | Finanzkrise | Financial crisis |
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