Identifying systemically important banks in Pakistan : a quantile regression analysis
Year of publication: |
December 2015
|
---|---|
Authors: | Zeb, Shumaila ; Rashid, Abdul |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 12, p. 155-167
|
Subject: | systemic risk | Conditional Value at Risk (CoVaR) | Value at Risk (VaR) | state variables | quantile regression | banks | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Regressionsanalyse | Regression analysis | Bankrisiko | Bank risk | Pakistan | Risikomanagement | Risk management | Risiko | Risk | Messung | Measurement | Theorie | Theory | Schätzung | Estimation | Bank |
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