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  • Search: subject:"Forward-looking systemic risk"
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Bank 1 Bank risk 1 Bank systemic risk index 1 Bankrisiko 1 Countercyclical macroprudential policy 1 Financial crisis 1 Financial market 1 Financial sector 1 Financial supervision 1 Finanzkrise 1 Finanzmarkt 1 Finanzmarktaufsicht 1 Finanzsektor 1 Forward-looking systemic risk 1 Measurement 1 Messung 1 Regime-switching CoVaR 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Stochastic dominance test 1 Systemic risk 1 Systemically important financial institutions 1 Systemrisiko 1 Welt 1 World 1
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Liu, Xiaochun 1
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Economic modelling 1
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Measuring systemic risk with regime switching in tails
Liu, Xiaochun - In: Economic modelling 67 (2017), pp. 55-72
Persistent link: https://www.econbiz.de/10011813772
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