The case for CASE : estimating heterogeneous systemic effects
Zaichao Du, Juan Carlos Escanciano, Guangwei Zhu
| Year of publication: |
2023
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|---|---|
| Authors: | Du, Zaichao ; Escanciano, Juan Carlos ; Zhu, Guangwei |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 157.2023, p. 1-10
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| Subject: | Marginal expected shortfall | Systemic risk | Tail risk | Risikomaß | Risk measure | Systemrisiko | Risiko | Risk | Finanzkrise | Financial crisis | Theorie | Theory | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.107022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490722