A connectedness analysis of German financial institutions during the financial crisis in 2008
For core financial market activities like risk management and asset pricing, it appears to be crucial to investigate the “connectedness” among financial institutions. In times of economic crises, a suitable measure of connectedness can provide valuable insights of financial markets and helps to unde...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2016-12-01
|
| Series: | Banks and Bank Systems |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7983/BBS_en_2016_04_Jentsch.pdf |