Industry characteristics and financial risk contagion
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DOI: 10.1016/j.jbankfin.2014.04.003
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More about this item
Keywords
Volatility spillover; Tail risk; Conditional coexceedance; Debt financing; Valuation; Investment;All these keywords.
JEL classification:
- G00 - Financial Economics - - General - - - General
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
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