Identifying the systemically important banks of Turkey with the CoVaR method

The purpose of this paper is to measure the systemic risk contributions of Turkish banks and to identify the systemically important banks of Turkey during the period from 2005 to 2016. We apply the conditional value-at-risk (CoVaR) method proposed by Adrian and Brunnermeier (2009) using quantile reg...

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Detalles Bibliográficos
Autores principales: Civan, Zehra, Simsek, Gulhayat Golbasi, Akay, Ebru Caglayan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2020
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7479287/
https://www.ncbi.nlm.nih.gov/pubmed/32939413
http://dx.doi.org/10.1016/j.heliyon.2020.e04790

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7479287/
https://www.ncbi.nlm.nih.gov/pubmed/32939413
http://dx.doi.org/10.1016/j.heliyon.2020.e04790

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