Network Banks Exposures and Variance Spillovers in the Euro Area

Project Start: 01/2016
Status: Ongoing
Researchers: Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Loriana Pelizzon, Zorka Simon
Category: Financial Institutions, Systemic Risk Lab
Funded by: LOEWE

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

Related Working Papers

No. Author/s Title Year Research Area 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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