2021
DOI: 10.1155/2021/8360778
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Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks

Abstract: Exposure of the banking system to the Global Financial Crisis attracted attention to the study of riskiness and spillover. This paper studies the pattern of systemic risk and size effect in the Indian banking sector. Based on market capitalization, three public sector banks and three from the private sector were taken. Data are taken from the year 2007 to 2020. The analysis is done through quantile- CoVaR  (Conditional Value… Show more

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Cited by 10 publications
(7 citation statements)
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References 45 publications
(55 reference statements)
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“…Display/Layout of outlet: which means that there is a significant relationship between the consumers' purchase intention and product display/layout. The same finding was reported in the studies of [51]. Mannequin Display: Retail outlets should display their products in a manner that could draw consumers' attention.…”
Section: Discussionsupporting
confidence: 76%
“…Display/Layout of outlet: which means that there is a significant relationship between the consumers' purchase intention and product display/layout. The same finding was reported in the studies of [51]. Mannequin Display: Retail outlets should display their products in a manner that could draw consumers' attention.…”
Section: Discussionsupporting
confidence: 76%
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Section: Theoretical and Managerial Implicationsmentioning
confidence: 99%
“…Alemany et al [43] analyzed the 5 min intraday data collected for the period between January 2014 and September 2015 to study how arbitrage opportunity played a role in the lead-lag relationships of DAX30 futures and the underlying index. ey used the Markov switching VECM model to capture the nonlinear dynamics of the long-run relationship and regime-dependent impulse response function for dynamic interaction between the variables and disturbance terms [44]. e futures market was found to lead the spot market when there were more arbitrage opportunities in the markets.…”
Section: Review Of Existing Literaturementioning
confidence: 99%