Testing for systemic risk using stock returns
Paul Kupiec, Levent Güntay
| Year of publication: |
June 2016
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|---|---|
| Authors: | Kupiec, Paul H. ; Güntay, Levent |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 49.2016, 2/3, p. 203-227
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| Subject: | Systemic risk | Conditional value at risk | CoVaR | Marginal expected shortfall | MESSRISK | Systemically important financial institutions | SIFIs | Risikomaß | Risk measure | Systemrisiko | Kapitaleinkommen | Capital income | Theorie | Theory | Risiko | Risk | Börsenkurs | Share price | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Finanzmarkt | Financial market | Messung | Measurement | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10693-016-0254-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011592075