Scenario-based quantile connectedness of the U.S. interbank liquidity risk network (Q6664655)

From MaRDI portal





scientific article; zbMATH DE number 7968520
Language Label Description Also known as
default for all languages
No label defined
    English
    Scenario-based quantile connectedness of the U.S. interbank liquidity risk network
    scientific article; zbMATH DE number 7968520

      Statements

      Scenario-based quantile connectedness of the U.S. interbank liquidity risk network (English)
      0 references
      0 references
      0 references
      0 references
      0 references
      16 January 2025
      0 references
      nuclear norm
      0 references
      Bayesian analysis
      0 references
      scenario-based quantile connectedness
      0 references
      bank supervision
      0 references
      financial stability
      0 references
      0 references
      0 references

      Identifiers