Measuring systemic risk in Asian foreign exchange markets
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DOI: 10.1016/j.jimonfin.2024.103135
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More about this item
Keywords
Systemic risk; Joint probability of distress; Marginal probability of distress; Regional trade integration; Regional financial integration;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G01 - Financial Economics - - General - - - Financial Crises
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