Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19
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DOI: 10.1016/j.qref.2024.02.004
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More about this item
Keywords
Financial sector systemic risk; Endogenous and Exogenous Shock; Copula-CoVaR; 2008 global financial crisis; COVID-19 pandemic;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G00 - Financial Economics - - General - - - General
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