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~isPartOf:"Journal of banking & finance"
~isPartOf:"The American economic review"
~subject:"Finanzkrise"
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Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
2
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
3
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
4
An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.
;
Szerszeń, Paweł J.
- In:
Journal of banking & finance
80
(
2017
),
pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
Saved in:
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