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This paper attempts to assess the Europe-wide systemic risk in banking. We employ a bivariate GARCH model to estimate conditional correlations between European bank stock indices. These correlations are used as an indication for the interdependencies amongst the banking business in Europe and...
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This paper attempts to assess the Europe-wide systemic risk in banking. We employ a bivariate GARCH model to estimate conditional correlations between European bank stock indices. These correlations are used as an indication for the interdependencies amongst the banking business in Europe and...
Persistent link: https://www.econbiz.de/10011448270
Persistent link: https://www.econbiz.de/10002041017
This paper attempts to assess the Europe-wide systemic risk in banking. We employ a bivariate GARCH model to estimate conditional correlations between European bank stock indices. These correlations are used as an indication for the interdependencies amongst the banking business in Europe and...
Persistent link: https://www.econbiz.de/10012727999
The focus of this study is on the interrelations between ageing societies and capital markets. In this context, a number of interesting questions arise, which this study discusses: What is the future role of capital markets for old-age provisions? Which investment alternatives will gain...
Persistent link: https://www.econbiz.de/10005202646
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