What kind of systemic risks do we face in the European banking sector? : the approach of CoVaR measure
Renata Karkowska Ph. D. (University of Warsaw, Faculty of Management)
| Year of publication: |
2014
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| Authors: | Karkowska, Renata |
| Published in: |
Folia oeconomica Stetinensia : FOS. - Szczecin : Wydawn. Naukowe Uniw. Szczecińskiego, ISSN 1730-4237, ZDB-ID 2672877-1. - Vol. 14.2014, 2, p. 114-139
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| Subject: | systemic risk | value at risk | risk spillovers | banking sector | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Risikomaß | Risk measure | Bank | Finanzkrise | Financial crisis | Messung | Measurement | EU-Staaten | EU countries | Finanzsektor | Financial sector | Risiko | Risk | Spillover-Effekt | Spillover effect | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/foli-2015-0017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011419194