Measuring systemic financial risk and analyzing influential factors : an extreme value approach

Yan Wang, Shoudong Chen and Xiu Zhang

Year of publication:	2014
Authors:	Wang, Yan ; Chen, Shoudong ; Zhang, Xiu
Published in:	China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 4.2014, 4, p. 385-398
Subject:	Extreme value theory \| CoVaR \| Extremal quantile regression \| Systemic financial risk \| Finanzkrise \| Financial crisis \| Risikomaß \| Risk measure \| Ausreißer \| Outliers \| Finanzmarkt \| Financial market \| Systemrisiko \| Systemic risk \| Theorie \| Theory \| Risiko \| Risk \| Statistische Verteilung \| Statistical distribution

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