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 |