Average conditional volatility : a measure of systemic risk for commercial banks
Harikumar Sankaran; Manish Saxena; Christopher A. Erickson
| Year of publication: |
2011
|
|---|---|
| Authors: | Sankaran, Harikumar ; Saxena, Manish ; Erickson, Christopher A. |
| Published in: |
Journal of business & economics research. - Littleton, Colo., ISSN 1542-4448, ZDB-ID 2442104-2. - Vol. 9.2011, 2, p. 79-93
|
| Subject: | Volatilität | Volatility | Systemrisiko | Systemic risk | Bank | Finanzmarkt | Financial market | Messung | Measurement | Finanzkrise | Financial crisis |
| 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/10008908795