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Banking systemic vulnerabilities : a tail-risk dynamic CIMDO approach
Jin, Xisong
;
Nadal-De Simone, Francisco
- In:
Journal of financial stability
14
(
2014
),
pp. 81-101
Persistent link: https://www.econbiz.de/10011302103
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Monetary policy and systemic risk-taking in the Euro area investment fund industry : a structural factor-augmented vector autoregression analysis
Jin, Xisong
;
Nadal-De Simone, Francisco
- In:
Journal of financial stability
49
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012391875
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