Konu "Systemic risk" için Fakülteler listeleme
Toplam kayıt 2, listelenen: 1-2
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Financial stress transmission between the U.S. and the Euro Area
(Elsevier B.V., 2022)This paper examines financial stress transmission between the U.S. and the Euro Area. To better understand the linkages between financial stress in the two regions, we construct a financial stress index for the U.S. similar ... -
Identifying systemically important financial institutions in Turkey
(Elsevier, 2021)This paper examines the systemic risk of financial firms in Turkey. Using Component Expected Shortfall, we provide estimates of systemic risk in Turkey using daily data from 2005 to 2018 and a comprehensive data set ...