Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach
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Keywords
WP; balance sheet; financial system; Systemic Risk; Wholesale Funding; Liquidity Risk; Macroprudential Regulation; ranking bank; balance-sheet data; bank characteristic; yield spread; bank overdraft; BAA corporate bond yield; composite index; bank recapitalization date; bank Dummiesj; Financial statements; Vector autoregression; Commercial banks; Global; Africa; Europe;All these keywords.
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