Disentangling crashes from tail events
Sofiane Aboura
| Year of publication: |
2015
|
|---|---|
| Authors: | Aboura, Sofiane |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 20.2015, 3, p. 206-219
|
| Subject: | Crash | volatility | risk management | contagion effect | systemic risk | Volatilität | Volatility | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Ansteckungseffekt | Contagion effect | Systemrisiko | Systemic risk | Börsenkurs | Share price | Risiko | Risk | Welt | World | Bankrisiko | Bank risk | Risikomaß | Risk measure | Bankenkrise | Banking 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/10011348417