Bank ownership, financial segments and the measurement of systemic risk : an application of CoVaR
Anastassios A. Drakos, Georgios P. Kouretas (Department of Business Administration, Athens University of Economics and Business, Athens, Greece)
| Year of publication: |
November 2015
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| Authors: | Drakos, Anastassios A. ; Kouretas, Georgios P. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 40.2015, p. 127-140
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| Subject: | Systemic risk | CoVaR | Quantile regressions | Risk management | Foreign banks | Systemrisiko | Internationale Bank | International bank | Risikomanagement | Finanzkrise | Financial crisis | Messung | Measurement | Theorie | Theory | Bank | Bankrisiko | Bank risk | Risikomaß | Risk measure | Finanzmarkt | Financial market | Welt | World | Finanzsektor | Financial sector |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.02.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011573568