Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
| Year of publication: |
2014
|
|---|---|
| Authors: | Adams, Zeno ; Füss, Roland ; Gropp, Reint |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 49.2014, 03, p. 575-598
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |