Rizan, Mohamad; Salim, Muhammad Zulkifli; Mukhtar, … - In: Risks : open access journal 10 (2022) 9, pp. 1-27
The avenue to find a balanced assessment of systemic financial institutions needs the integration of macro and micro granular datasets. This paper investigates how macroeconomic shocks affect systemic risk through several transmission channels. Employing Indonesia datasets over 2008–2019, we...
