Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks: evidence from recent quantile approaches
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DOI: 10.1108/IMEFM-11-2022-0435
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- Yomna Daoud & Aida Kammoun, 2024. "Banking Regulation and Financial Soundness Nexus in View of the Crisis: An Islamic Banking Perspective," International Journal of Economics and Financial Issues, Econjournals, vol. 14(2), pages 168-177, March.
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Keywords
Financial risk spillovers; Dual banking system; Tail codependence; Multivariate quantile autoregression; Value at risk; Quantile-on-quantile regression;All these keywords.
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