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~person:"Kleinow, Jacob"
~person:"Landier, Augustin"
~subject:"EU countries"
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Kleinow, Jacob
Landier, Augustin
Acharya, Viral V.
9
Aldasoro, Iñaki
9
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9
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9
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8
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8
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6
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6
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6
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5
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4
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4
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4
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1
Vulnerable Banks
Greenwood, Robin M.
-
2013
explains how the distribution of leverage and risk exposures across banks contributes to
systemic
risk
. We compute bank …
Persistent link: https://www.econbiz.de/10013092127
Saved in:
2
Vulnerable Banks
Greenwood, Robin
-
2012
explains how the distribution of bank leverage and risk exposures contributes to a form of
systemic
risk
. We compute bank …
Persistent link: https://www.econbiz.de/10012460123
Saved in:
3
Vulnerable Banks
Greenwood, Robin M.
-
2012
explains how the distribution of bank leverage and risk exposures contributes to a form of
systemic
risk
. We compute bank …
Persistent link: https://www.econbiz.de/10013097784
Saved in:
4
Vulnerable banks
Landier, Augustin
;
Thesmar, David
;
Greenwood, Robin
-
2011
Persistent link: https://www.econbiz.de/10009578436
Saved in:
5
Systemic
risk
among European banks : a copula approach
Kleinow, Jacob
;
Moreira, Fernando
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 27-42
Persistent link: https://www.econbiz.de/10011673405
Saved in:
6
Systemrelevante Finanzinstitute : Systemrisiko und Regulierung im europäischen Kontext
Kleinow, Jacob
-
2016
-
1. Aufl.
Persistent link: https://www.econbiz.de/10011495151
Saved in:
7
Systemrelevante Finanzinstitute : Systemrisiko und Regulierung im europäischen Kontext
Kleinow, Jacob
-
2016
Erläuterung der Begriffe Systemrelevanz, Systemrisiko und Too Big to Fail -- Messung von Systemrisiko von Banken -- Diskussion der Regulierung systemrelevanter Finanzinstitute in der Europäischen Union.
Persistent link: https://www.econbiz.de/10014020353
Saved in:
8
Vulnerable banks
Greenwood, Robin
;
Landier, Augustin
;
Thesmar, David
-
2012
Persistent link: https://www.econbiz.de/10009679768
Saved in:
9
Determinants of Systemically Important Banks : The Case of Europe
Kleinow, Jacob
-
2015
We investigate the drivers of
systemic
risk
and contagion among European banks from 2007 to 2012. First, we derive a …
systemic
risk
measure from the concepts of MES and CoVaR analysing tail co-movements of daily bank stock returns. We then run … panel regressions for our
systemic
risk
measure using idiosyncratic bank characteristics and a set of country and policy …
Persistent link: https://www.econbiz.de/10013031699
Saved in:
10
Determinants of systemically important banks : the case of Europe
Kleinow, Jacob
;
Nell, Tobias
- In:
Journal of financial economic policy
7
(
2015
)
4
,
pp. 446-476
Persistent link: https://www.econbiz.de/10011406837
Saved in:
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