Modeling banking, sovereign, and macro risk in a CCA global VAR
Year of publication: |
2013
|
---|---|
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 |
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