Measuring and testing for the systemically important financial institutions
Carlos Castro; Stijn Ferrari
| Year of publication: |
2014
|
|---|---|
| Authors: | Castro Iragorri, Carlos Alberto ; Ferrari, Stijn |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 25.2014, p. 1-14
|
| Subject: | Systemic risk | SIFIs | Quantile regression | Stochastic dominance test | Systemrisiko | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory | Bank | Bankrisiko | Bank risk | Messung | Measurement |
| 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/10010462114