Systemic Risk in Indian Financial Institutions: A Probabilistic Approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
https://link.springer.com/content/pdf/10.1007/s10690-023-09426-7.pdf
Reference62 articles.
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2. Abuzayed, B., & Al-Fayoumi, N. (2021). Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. The North American Journal of Economics and Finance, 58, 101476. https://doi.org/10.1016/j.najef.2021.101476
3. Abuzayed, B., Bouri, E., Al-Fayoumi, N., & Jalkh, N. (2021). Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. Economic Analysis and Policy, 71, 180–197. https://doi.org/10.1016/j.eap.2021.04.010
4. Acharya, V., Engle, R., & Richardson, M. (2012). Capital shortfall: A new approach to ranking and regulating systemic risks. American Economic Review, 102(3), 59–64.
5. Acharya, V. V., & Kulkarni, N. (2010). State ownership and systemic risk: Evidence from the Indian financial sector during 2007–09. Unpublished paper, NYU–Stern, New York. Retrieved February 12, 2022 from https://macrofinance.nipfp.org.in/PDF/7Pr_Acharya_IndiaSys_Draftv27.pdf.
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