Auflistung LIF-SAFE Working Papers nach Autor "Hammoudeh, Shawkat"
Anzeige der Dokumente 1-1 von 1
-
Systemic risk for financial institutions of major petroleum-based economies: The role of oil
Khalifa, Ahmed; Caporin, Massimiliano; Costola, Michele; Hammoudeh, Shawkat (2017-11-05)This paper examines the relationship between oil price movements and systemic risk of many financial institutions in major petroleum-based economies. We estimate ?CoVaR for those institutions and thereby observe the presence ...