Effect of banking and macroeconomic variables on systemic risk : an application of CoVaR for an emerging economy
Year of publication: |
2018
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Authors: | Mendonça, Helder Ferreira de ; Silva, Rafael Bernardo da |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 43.2018, p. 141-157
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Subject: | CoVaR | Financial system | Macroprudential regulation | Systemic risk | Systemrisiko | Welt | World | Bankrisiko | Bank risk | Finanzmarktaufsicht | Financial supervision | Schwellenländer | Emerging economies | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Risiko | Risk | Finanzsektor | Financial sector | Bankenregulierung | Bank regulation | Bankenaufsicht | Banking supervision | Bankenkrise | Banking crisis | Wirkungsanalyse | Impact assessment |
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