Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Monica Billio; Mila Getmansky; Andrew W. Lo; Loriana Pelizzon
| Year of publication: |
2012
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|---|---|
| Authors: | Billio, Monica ; Getmansky, Mila ; Lo, Andrew W. ; Pelizzon, Loriana |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 104.2012, 3, p. 535-559
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| Subject: | Systemic risk | Financial institutions | Liquidity | Financial crises | Systemrisiko | Finanzkrise | Financial crisis | Welt | World | Bankrisiko | Bank risk | Versicherung | Insurance | Bankenliquidität | Bank liquidity | Finanzsektor | Financial sector | Bankenkrise | Banking crisis | Risiko | Risk |
| 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/10009622463