Increasing Systemic Risk During the Covid-19 Pandemic: A Cross-Quantilogram Analysis of the Banking Sector
Bezprecedentné zvýšenie vzájomnej prepojenosti bánk počas vypuknutia pandémie Covid-19. Negatívne výnosy z akciových trhov z jednej banky sa môžu preniesť na ďalšie banky v sieti. Založenie nového indexu systémového rizika na základe krížovo-kvantilogramového prístupu.
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| Sprache: | Englisch |
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