Maghyereh, Aktham Issa; Abdoh, Hussein - 2021
market-based systemic risk and connectedness in the banking sector of Gulf Cooperation Council member countries, which … conditional value-at-risk and marginal expected shortfall to measure tail risk between banks. These measures increased the most … for the UAE, whereas Oman was almost unaffected. Second, to analyze the spillover effects of financial systemic risk, we …