Contagion risk in global banking sector
作者： Kevin Daly , Jonathan A. Batten , Anil V. Mishra , Tonmoy Choudhury
DOI: 10.1016/J.INTFIN.2019.101136
关键词:
摘要: … This paper investigates contagion risk for the global banking environment using three different distance to risk measures (distance to default, distance to capital, and distance to …
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