Policy uncertainty and bank systemic risk: A perspective of risk decomposition
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DOI: 10.1016/j.intfin.2023.101827
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- Deng, Yuanyue & Li, Sijing, 2024. "Do global and local economic policy uncertainties matter for systemic risk in the international banking system," Finance Research Letters, Elsevier, vol. 59(C).
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More about this item
Keywords
Economic policy uncertainty; Bank systemic risk; Systemic linkage; Bank tail risk; National culture;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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