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Tail risk emanating from troubled European banking sectors

Farrukh Javed, Hassan Sabzevari, Nader Virk Orcid Logo

Finance Research Letters, Volume: 43, Issue: November 2021, Start page: 101952

Swansea University Author: Nader Virk Orcid Logo

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DOI (Published version): 10.1016/j.frl.2021.101952

Published in: Finance Research Letters
ISSN: 1544-6123
Published: Elsevier BV 2021
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URI: https://cronfa.swan.ac.uk/Record/cronfa58085
first_indexed 2021-09-24T15:29:20Z
last_indexed 2022-06-25T03:13:49Z
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spelling 2022-06-24T11:59:27.4882807 v2 58085 2021-09-24 Tail risk emanating from troubled European banking sectors 26403610d08295bd38e7947e39c457b9 0000-0001-6338-2198 Nader Virk Nader Virk true false 2021-09-24 CBAE Journal Article Finance Research Letters 43 November 2021 101952 Elsevier BV 1544-6123 Systemic risk; CoVaR; Quantile regression; DCC; Correlation 29 1 2021 2021-01-29 10.1016/j.frl.2021.101952 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University 2022-06-24T11:59:27.4882807 2021-09-24T16:27:26.3410080 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Farrukh Javed 1 Hassan Sabzevari 2 Nader Virk 0000-0001-6338-2198 3
title Tail risk emanating from troubled European banking sectors
spellingShingle Tail risk emanating from troubled European banking sectors
Nader Virk
title_short Tail risk emanating from troubled European banking sectors
title_full Tail risk emanating from troubled European banking sectors
title_fullStr Tail risk emanating from troubled European banking sectors
title_full_unstemmed Tail risk emanating from troubled European banking sectors
title_sort Tail risk emanating from troubled European banking sectors
author_id_str_mv 26403610d08295bd38e7947e39c457b9
author_id_fullname_str_mv 26403610d08295bd38e7947e39c457b9_***_Nader Virk
author Nader Virk
author2 Farrukh Javed
Hassan Sabzevari
Nader Virk
format Journal article
container_title Finance Research Letters
container_volume 43
container_issue November 2021
container_start_page 101952
publishDate 2021
institution Swansea University
issn 1544-6123
doi_str_mv 10.1016/j.frl.2021.101952
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 0
active_str 0
published_date 2021-01-29T02:21:47Z
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