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Tail risk emanating from troubled European banking sectors

Farrukh Javed, Hassan Sabzevari, Nader Virk Orcid Logo

Finance Research Letters, Volume: 43, Issue: November 2021, Start page: 101952

Swansea University Author: Nader Virk Orcid Logo

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Published in: Finance Research Letters
ISSN: 1544-6123
Published: Elsevier BV 2021
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Keywords: Systemic risk; CoVaR; Quantile regression; DCC; Correlation
College: Faculty of Humanities and Social Sciences
Issue: November 2021
Start Page: 101952