Network Banks Exposures and Variance Spillovers in the Euro Area

Projekt Start: 01/2016
Status: Fortlaufend
Forscher: Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Loriana Pelizzon, Zorka Simon
Kategorie: Financial Institutions, Systemic Risk Lab
Finanziert von: LOEWE

This project is part of the team project "Systemic Risk and Network Connectivity".

Zugehörige Working Papers

Nr. Autor(en) Titel Jahr Forschungs­bereich Keywords
225 Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Loriana Pelizzon Networks in Risk Spillovers: A Multivariate GARCH Perspective 2018 Financial Institutions, Systemic Risk Lab spatial GARCH; network; risk spillover; nancial spillover

 

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