Measuring tail-risk cross-country exposures in the banking industry
Antonio Rubia, Lidia Sanchis-Marco
| Year of publication: |
2017
|
|---|---|
| Authors: | Rubia, Antonio ; Sanchis-Marco, Lidia |
| Published in: |
Revista de economÃa aplicada : REA. - Zaragoza : [Verlag nicht ermittelbar], ISSN 2340-4523, ZDB-ID 2258000-1. - Vol. 25.2017, 74, p. 27-74
|
| Subject: | bank contagion | SDSVaR | expectiles | Bank | Ansteckungseffekt | Contagion effect | Welt | World | Regressionsanalyse | Regression analysis | Risikomanagement | Risk management | Bankenkrise | Banking crisis |
| 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/10012261754