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Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence · Study

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ArticleBank systemic risk and macroeconomic shocks: Canadian and U.S. evidence

Christian Calmès2013

Article2013

Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence

Christian Calmès · Raymond Théoret

81 citations·0/0 files stored·Journal of Banking & Finance

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Banking stability, regulation, efficiency Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 81 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 2009The Impact of Uncertainty Shocks 1997Credit Cycles 1988Agency Costs, Net Worth, And Business Fluctuations 1986The theory and practice of econometrics 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission 1993Measuring and Testing the Impact of News on Volatility

Cited by

2024Climate risk and the systemic risk of banks: A global perspective 2021Income diversification and bank risk in Asia Pacific 2015Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds 2016Inflation volatility effects on the allocation of bank loans 2016Sentiment volatility and bank lending behavior 2023Country risk factors and banking sector stability: Do countries’ income and risk-level matter? Evidence from global study 2022Does the country’s political and economic risks trigger risk-taking behavior in the banking sector: a new insight from regional study 2020Performance of Canadian banks and oil price movements

Details

Year2013

Typearticle

Published2013-12-22

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations81

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.1016/j.jbankfin.2013.11.039

openalex_workW2028618486

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