Showing 51 - 60 of 213
Persistent link: https://www.econbiz.de/10012608544
Persistent link: https://www.econbiz.de/10011568531
Persistent link: https://www.econbiz.de/10011665133
The recent financial crisis has focused attention on identifying and measuring systemic risk. In this paper, we propose a novel approach to estimate the portfolio composition of banks as function of daily interbank trades and stock returns. While banks’ assets are reported to regulators...
Persistent link: https://www.econbiz.de/10012016214
Persistent link: https://www.econbiz.de/10011928997
Persistent link: https://www.econbiz.de/10012165590
Persistent link: https://www.econbiz.de/10011804985
Persistent link: https://www.econbiz.de/10014455506
Persistent link: https://www.econbiz.de/10014229535
Persistent link: https://www.econbiz.de/10011730849