Systemic risk and asymmetric responses in the financial industry
Germán López-Espinosa, Antonio Moreno, Antonio Rubia, Laura Valderrama
| Year of publication: |
September 2015
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|---|---|
| Authors: | López-Espinosa, Germán ; Moreno, Antonio ; Rubia, Antonio ; Valderrama, Laura |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 58.2015, p. 471-485
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| Subject: | Value at Risk | Systemic risk | Tail-risk dependence | Downside risk | Systemrisiko | Risikomaß | Risk measure | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Risiko | Risk | Finanzsektor | Financial sector | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011544046