Too-systemic-to-fail : empirical comparison of systemic risk measures in the Eurozone financial system
Amir Armanious
| Year of publication: |
2024
|
|---|---|
| Authors: | Armanious, Amir |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2165108-5. - Vol. 73.2024, Art.-No. 101273, p. 1-48
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| Subject: | Systemic risk | Granger-causality network | MES | SRISK | Delta CoVaR | Systemrisiko | Messung | Measurement | Eurozone | Euro area | Finanzkrise | Financial crisis | Risiko | Risk | Finanzsektor | Financial sector | EU-Staaten | EU countries | Finanzmarkt | Financial market | Risikomaß | Risk measure |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2024.101273 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015083444