Borri, Nicola; Caccavaio, Marianna; Giorgio, Giorgio Di; … - In: Economic Notes 43 (2014) 1, pp. 21-38
type="main" <p>Systemic risk is the risk of a collapse of the entire financial system, typically triggered by the default of one, or more, interconnected financial institutions. In this paper, we estimate the systemic risk contribution of Italian-listed banks for the period 2000–2011. We follow a...</p>
