Measuring Systemic Stress in European Banking Systems
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- Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2017. "A suggestion for constructing a large time-varying conditional covariance matrix," Economics Letters, Elsevier, vol. 156(C), pages 110-113.
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More about this item
Keywords
euro area financial crisis; systemic stress; financial instability; European banks;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2016-11-27 (Banking)
- NEP-CBA-2016-11-27 (Central Banking)
- NEP-EEC-2016-11-27 (European Economics)
- NEP-RMG-2016-11-27 (Risk Management)
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