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'Near-Coincident' Indicators of Systemic Stress · Study

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Preprint'Near-Coincident' Indicators of Systemic Stress

Ivailo Arsov2013

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Preprintgreen2013

'Near-Coincident' Indicators of Systemic Stress

Ivailo Arsov · Elie Canetti · Laura E. Kodres · Srobona Mitra

21 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Global Financial Crisis and Policies Global Financial Regulation and Crises

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References

1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements 2007Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2012A Survey of Systemic Risk Analytics 2005Why Does the Yield Curve Predict Output and Inflation?2008A Black Swan in the Money Market 2009Banking Stability Measures 2012IDENTIFYING CONTAGION RISK IN THE INTERNATIONAL BANKING SYSTEM: AN EXTREME VALUE THEORY APPROACH 2010New Directions in Financial Sector and Sovereign Risk Management

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2019Spillovers in risk of financial institutions

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Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations21

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.2280622

openalex_workW2038765221

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