Connectedness as measures of systemic risk in the European banking system

Connectedness as measures of systemic risk in the European banking system

The recent financial crisis and sovereign debt crisis in Europe have highlighted the need for systemic risk measures for macroprudential policy purposes. This thesis im-plemented three frameworks proposed by Billio et al. (2012) and Diebold & Yilmaz (2009, 2012, 2014) to investigate the intercon...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Doan, Tuan
Muut tekijät: Jyväskylä University School of Business and Economics, Jyväskylän yliopiston kauppakorkeakoulu, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä
Aineistotyyppi: Pro gradu
Kieli:eng
Julkaistu: 2022
Aiheet:
Taloustiede
Economics
2041
taloudelliset kriisit
rahoitusmarkkinat
finanssikriisit
pankit
riskit
sääntely
pankkiala
economic crises
financial markets
financial crises
banks (monetary institutions)
risks
regulation (control)
banking sector
Linkit: https://jyx.jyu.fi/handle/123456789/80090

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