Measuring systemic risk in the global banking sector: A cross-quantilogram network approach

标题
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach
作者
关键词
Systemic risk, Downturn interdependence, Network, Cross-quantilograms, Global banks, COVID-19 pandemic
出版物
ECONOMIC MODELLING
Volume 109, Issue -, Pages 105775
出版商
Elsevier BV
发表日期
2022-01-29
DOI
10.1016/j.econmod.2022.105775

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