MIDAS models in banking sector – systemic risk comparison
نویسندگان
چکیده
منابع مشابه
systemic risk in the tse’s banking sector
systemic risk is the risk of collapse in the financial system. due to the financial crisis that hit the world economy in 2008, the study of systemic risk in the banking sector became more attractive for researchers. in this research we study systemic risk in the iranian banking sector by using a famous systemic risk measure, the ∆covar. to compute the measure, we employ dynamic conditional corr...
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ژورنال
عنوان ژورنال: Managerial Economics
سال: 2017
ISSN: 1898-1143
DOI: 10.7494/manage.2017.18.2.165