Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective
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DOI: 10.1007/s10614-018-9792-y
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- Mahla Afghahi & Farzaneh Nassirzadeh & Davood Askarany, 2024. "Exploring the impact of customer concentration on stock price crash risk," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.
- Wu, Xin & Bai, Xiao & Qi, Hanying & Lu, Lanxin & Yang, Mingyuan & Taghizadeh-Hesary, Farhad, 2023. "The impact of climate change on banking systemic risk," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 419-437.
- Ruitao Gu & Qiaoyun Zhang & Wei Zhou & Jianxu Liu, 2022. "Judging the True Health of Finance Institutions Based on Risk Behavior and Operation Performance," Mathematical Problems in Engineering, Hindawi, vol. 2022, pages 1-21, November.
- Morteza Alaeddini & Julie Dugdale & Paul Reaidy & Philippe Madiès, 2023. "Exploring Credit Relationship Dynamics in an Interbank Market Benefiting from Blockchain-based Distributed Trust: Insights from an Agent-based Model," Post-Print hal-04266077, HAL.
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Keywords
Banking system; Capital adequacy ratio (CAR); Procyclicality; Agent-based model; Financial market; Balance sheets;All these keywords.
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