Pitfalls in the use of systemic risk measures
Gunter Löffler and Peter Raupach
| Year of publication: |
February 2018
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|---|---|
| Authors: | Löffler, Gunter ; Raupach, Peter |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 1, p. 269-298
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| Subject: | Systemic Risk | CoVaR | Marginal Expected Shortfall | Tail Risk | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Messung | Measurement | Risiko | Risk | Finanzmarkt | Financial market | Theorie | Theory | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109017001041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011929424