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subject:"Bankrisiko"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking regulation"
~person:"Annabi, Amira"
~person:"Apostolakis, George N."
~subject:"Bankenkrise"
~subject:"Kreditgeschäft"
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Bankrisiko
Bankenkrise
Kreditgeschäft
Bank
2
Banking crisis
2
Financial crises
2
Financial crisis
2
Finanzkrise
2
ARCH model
1
ARCH-Modell
1
Ansteckungseffekt
1
Asymmetries
1
Bank volatility
1
Banking industry
1
Banking industry -- Economic aspects
1
Banking industry -- Risk management
1
Capital income
1
Connectedness
1
Contagion
1
Contagion effect
1
DCC
1
Estimation
1
GJR
1
Game theory
1
Global systemically important banks
1
Great recession
1
Kapitaleinkommen
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Return on equity
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Return spillovers
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Schätzung
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Spieltheorie
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Spillover effect
1
Spillover-Effekt
1
Systemic risk
1
Systemrisiko
1
TVP-VAR
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Theorie
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Theory
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Valuation techniques
1
Volatility
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Volatilität
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Annabi, Amira
Apostolakis, George N.
Mateus, Cesario
3
Farinha, Jorge Bento
2
Handorf, William Charles
2
Jiang, Ping
2
Lee, Chien-chiang
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Shabir, Mohsin
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Abuzayed, Bana
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Ben Ammar, Mouldi
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Ben Salah, Ines
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International review of economics & finance : IREF
Journal of banking regulation
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ECONIS (ZBW)
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On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
2
Banks' asset and liability valuation in the new regulatory environment : a game theory perspective
Annabi, Amira
;
Reuben, Alicja
- In:
Journal of banking regulation
18
(
2017
)
4
,
pp. 302-309
Persistent link: https://www.econbiz.de/10012010241
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