Scenario-based quantile connectedness of the U.S. interbank liquidity risk network (Q6664655)
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scientific article; zbMATH DE number 7968520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario-based quantile connectedness of the U.S. interbank liquidity risk network |
scientific article; zbMATH DE number 7968520 |
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Scenario-based quantile connectedness of the U.S. interbank liquidity risk network (English)
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16 January 2025
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nuclear norm
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Bayesian analysis
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scenario-based quantile connectedness
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bank supervision
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financial stability
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