Analysing the systemic risk of Indian banks

DOI10.1016/j.econlet.2019.01.003zbMath1409.91287OpenAlexW2909970876MaRDI QIDQ1730177

Ramprasad Verma, Wasim Ahmad, Gazi Salah Uddin, Stelios D. Bekiros

Publication date: 11 March 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/66128

zbMATH Keywords

quantile regressionsystemic riskfinancial policy

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• TENET: tail-event driven network risk
• Extreme risk spillover network: application to financial institutions

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