International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands
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DOI: 10.1016/j.econmod.2019.07.001
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More about this item
Keywords
Systemic risk; Delta conditional value-at-risk; Globalization; International trade; Foreign direct investments;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
- G01 - Financial Economics - - General - - - Financial Crises
Statistics
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