Romanian Commercial Banks’ Systemic Risk and Its Determinants: A CoVAR Approach
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Cited by:
- Ionut – Daniel Pop, 2019. "Systemic Sustainability of European Banking Activity: A Multi-Perspective Approach," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 9(3), pages 49-58, July.
- Kalpakam G & Krina TRIVEDI, 2021. "Systemic Risk in Indian Banking: Measurement and Impact of COVID-19," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 143-151.
- Mihir Dash, 2021. "Non-Performing Loans and Systemic Risk of Indian Banks," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 10(1), pages 10-20, April.
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Keywords
Correlation; financial crisis; Romanian banking sector; systemic risk; CoVaR; Value at Risk;All these keywords.
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