A simple method for measuring systemic risk using credit default swap market data
Sangwon Suh, Inwon Jang and Misun Ahn
| Year of publication: |
2013
|
|---|---|
| Authors: | Suh, Sangwon ; Jang, Inwon ; Ahn, Misun |
| Published in: |
Journal of economic development. - Seoul, Korea : [Verlag nicht ermittelbar], ISSN 0254-8372, ZDB-ID 872015-0. - Vol. 38.2013, 4, p. 75-100
|
| Subject: | Systemic Risk | Financial Stability | Systemic Risk Contribution | Credit Default Swap | Kreditderivat | Credit derivative | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Welt | World | Bankrisiko | Bank risk | Messung | Measurement | Schätzung | Estimation | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010231840