Spillovers in Risk of Financial Institutions
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- Cipollini, Andrea & Mikaliunaite, Ieva, 2020. "Macro-uncertainty and financial stress spillovers in the Eurozone," Economic Modelling, Elsevier, vol. 89(C), pages 546-558.
- Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Predicting tail events in a RIA-EVT-Copula framework," Papers 2004.03190, arXiv.org, revised Apr 2020.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Sector connectedness in the Chinese stock markets," Papers 2002.09097, arXiv.org.
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Keywordsmacro-financial state variables; financial crisis; spillover effects; credit default swaps; real estate risk.;
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2018-03-12 (Banking)
- NEP-CBA-2018-03-12 (Central Banking)
- NEP-CFN-2018-03-12 (Corporate Finance)
- NEP-EEC-2018-03-12 (European Economics)
- NEP-RMG-2018-03-12 (Risk Management)
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