Work

Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1705997

Authors: Zeno Adams, Roland Füss, Reint Gropp

Institutions: University of St.Gallen, Swiss Finance Institute, Halle Institute for Economic Research

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2103889243

Cites: 64

Cited by: 32

Related to: 10