Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Christian Brownlees, Ben Chabot, Eric Ghysels, Christopher Kurz
| Year of publication: |
2020
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|---|---|
| Authors: | Brownlees, Christian ; Chabot, Ben ; Ghysels, Eric ; Kurz, Christopher J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 113.2020, p. 1-20
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| Subject: | Financial Crises | Risk Measures | Systemic Risk | Bankenkrise | Banking crisis | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Messung | Measurement | Schätzung | Estimation | Bankgeschichte | Banking history | Weltwirtschaftskrise | Global economic crisis | Statistischer Test | Statistical test | Risikomaß | Risk measure | Welt | World | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105736 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226121