Banks' systemic risk in the Tunisian context : measures and determinants
Wided Khiari, Jamila Nachnouchi
| Year of publication: |
October 2018
|
|---|---|
| Authors: | Khiari, Wided ; Nachnouchi, Jamila |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 45.2018, p. 620-631
|
| Subject: | Systemic risk | Cartography | Value at risk | Expected shortfall | CoVaR | CoES | MDS | PLS regression | Systemic risk implication composite index | Systemrisiko | Risikomaß | Risk measure | Bankrisiko | Bank risk | Risiko | Risk | Messung | Measurement | Finanzkrise | Financial crisis | Tunesien | Tunisia | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.181 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011983451