Quantifying endogenous and exogenous shocks to financial sector systemic risk : a comparison of GFC and COVID-19
Year of publication: |
2024
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Authors: | Usman, Muhammad ; Umar, Zaghum ; Choi, Sun-Yong ; Teplova, Tamara V. |
Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 94.2024, p. 281-293
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Subject: | 2008 global financial crisis | Copula-CoVaR | COVID-19 pandemic | Endogenous and Exogenous Shock | Financial sector systemic risk | Coronavirus | Finanzkrise | Financial crisis | Schock | Shock | Systemrisiko | Systemic risk | Finanzsektor | Financial sector | Welt | World |
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