Measuring systemic risk : a comparison of alternative market-based approaches
Jacob Kleinow, Fernando Moreira, Sascha Strobl, Sami Vähämaa
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Kleinow, Jacob ; Moreira, Fernando ; Strobl, Sascha ; Vähämaa, Sami |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 21.2017, p. 40-46
|
| Subject: | Systemic risk | Marginal expected shortfall | Codependence risk | Delta conditional value at risk | Lower tail dependence | Bank risk-taking | Financial crisis | Bankrisiko | Bank risk | Finanzkrise | Risikomaß | Risk measure | Systemrisiko | Risiko | Risk | Risikomanagement | Risk management | Messung | Measurement | Theorie | Theory | Bank | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807485