Journal article 748 views
Tail risk emanating from troubled European banking sectors
Farrukh Javed,
Hassan Sabzevari,
Nader Virk 
Finance Research Letters, Volume: 43, Issue: November 2021, Start page: 101952
Swansea University Author:
Nader Virk
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.frl.2021.101952
Abstract
Tail risk emanating from troubled European banking sectors
| Published in: | Finance Research Letters |
|---|---|
| ISSN: | 1544-6123 |
| Published: |
Elsevier BV
2021
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa58085 |
| Tags: |
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| Keywords: |
Systemic risk; CoVaR; Quantile regression; DCC; Correlation |
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| College: |
Faculty of Humanities and Social Sciences |
| Issue: |
November 2021 |
| Start Page: |
101952 |