Systemic risk in European banks: Analysis of the 2008–2023 period amid financial and non-financial shocks
The study examines the impact of significant financial and non-financial shocks on the extent to which returns and s-GARCH volatility are connected among the 13 biggest European banks. Financial shocks considered include the 2008/2009 financial crisis and European sovereign debt crisis in 2010/2011,...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier
2026-03-01
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| coleção: | Borsa Istanbul Review |
| Assuntos: | |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S2214845026000025 |
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