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Persistent link: https://www.econbiz.de/10013191386
This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and robust evidence that policy uncertainty is...
Persistent link: https://www.econbiz.de/10013403649
This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and robust evidence that policy uncertainty is...
Persistent link: https://www.econbiz.de/10013404472
Persistent link: https://www.econbiz.de/10014301964
Persistent link: https://www.econbiz.de/10014482985
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