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dc.date.accessioned2021-09-24T11:51:58Z
dc.date.available2021-09-24T11:51:58Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1439
dc.description.abstract
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectSystemic Risk Lab
dc.subjectFinancial Institutions
dc.titleInvestment Bank Index
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2121?Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
dc.subject.keywordsrisk spillovers
dc.subject.keywordsstate-dependent sensitivity value-at-risk (sdsvar)
dc.subject.keywordsquantile regression
dc.subject.keywordsfinancial institutions
dc.subject.keywordshedge funds
dc.subject.jelG01
dc.subject.jelG10
dc.subject.jelG24
dc.subject.topic1testimony
dc.subject.topic1mortgage
dc.subject.topic1dekabank
dc.subject.topic2euro
dc.subject.topic2die
dc.subject.topic2sofern
dc.subject.topic3brown
dc.subject.topic3graph
dc.subject.topic3http
dc.subject.topic1nameCorporate Governance
dc.subject.topic2nameFiscal Stability
dc.subject.topic3nameSystematic Risk


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