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ArticleThe determinants of systemic risk contagion

Burak Sencer Atasoy2023

Article2023

The determinants of systemic risk contagion

Burak Sencer Atasoy · İbrahim Özkan · Lütfi Erden

20 citations·0/0 files stored·Economic Modelling

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Banking stability, regulation, efficiency Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations 1998Initial conditions and moment restrictions in dynamic panel data models 1995Another look at the instrumental variable estimation of error-components models 2007A simple panel unit root test in the presence of cross‐section dependence 2002Dynamic Conditional Correlation 1998Generalized impulse response analysis in linear multivariate models 2004A finite sample correction for the variance of linear efficient two-step GMM estimators 2011Better to give than to receive: Predictive directional measurement of volatility spillovers

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Details

Year2023

Typearticle

Published2023-11-18

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations20

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.econmod.2023.106596

openalex_workW4388792913

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