Commercial Bank Index

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Abstract
 
Research Area
Systemic Risk Lab
Financial Institutions
Keywords
risk spillovers, state-dependent sensitivity value-at-risk (sdsvar), quantile regression, financial institutions, hedge funds
JEL Classification
G01, G10, G24
Working Paper References
Topic
Corporate Governance
Fiscal Stability
Systematic Risk
Publication Type
Research Data
Link to Publication
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Attribution-ShareAlike 4.0 International
Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International