Modeling banking, sovereign, and macro risk in a CCA global VAR
Year of publication: |
2013
|
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Authors: | Gray, Dale ; Groß, Marco ; Paredes, Joan ; Sydow, Matthias |
Publisher: |
Washington, D.C : International Monetary Fund |
Subject: | Systemrisiko | Systemic risk | Finanzsektor | Financial sector | Risikomaß | Risk measure | VAR-Modell | VAR model |
Extent: | Online-Ressource (62 p) |
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Series: | IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. Working Paper No. 13/218 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 1-4843-2218-5 ; 978-1-4843-2218-5 |
Other identifiers: | 10.5089/9781484322185.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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