Tail risk connectedness among GCC banks episodes from the Global Financial Crisis to COVID-19 pandemic
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DOI: 10.1016/j.qref.2024.101869
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More about this item
Keywords
GCC countries; Financial stability; COVID-19 pandemic;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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