Measuring Systemic Risk in the Global Banking Sector: A Cross-Quantilogramnetwork Approach
Navrhujeme nový index systémového rizika založený na vzájomnej závislosti extrémnych klesajúcich pohybov výnosov akcií pomocou krížového kvantilogramu a prístupu sieťovej analýzy. Zatiaľ čo kvantilová závislosť umožňuje citlivosť v čase poklesu trhu, vlastnosti topologickej siete umožňujú zachytiť p...
Guardado en:
| Autor principal: | |
|---|---|
| Otros Autores: | , , , |
| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Materias: | |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares: Measuring Systemic Risk in the Global Banking Sector: A Cross-Quantilogramnetwork Approach
- Increasing Systemic Risk During the Covid-19 Pandemic: A Cross-Quantilogram Analysis of the Banking Sector
- From Physical to Financial Contagion: the COVID-19 Pandemic and Increasing Systemic Risk Among Banks
- The Impact of the Covid-19 Pandemic on the Cross-Sectoral Information Flow in the U.S.
- Business Risk Measurement in Slovakia
- Stock Performance During Covid-19 Pandemic by Sector: Conditional Value at Risk Approach
- <The> financial environment - banking, meanings and reactions to the risks in the global plan