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Looking at the tail : price-based measures of systemic importance
Chen Zhou; Tarashev, Nikola A. - In: BIS quarterly review : international banking and … (2013), pp. 47-61
Persistent link: https://www.econbiz.de/10009753817
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Looking at the tail : price-based measures of systemic importance
Zhou, Chen; Tarashev, Nikola - In: BIS quarterly review : international banking and … (2013), pp. 47-61
Persistent link: https://www.econbiz.de/10010147812
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Dependence structure of risk factors and diversification effects
Chen Zhou - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 531-540
Persistent link: https://www.econbiz.de/10003981149
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Why the microprudential regulation fails? : the impact on systemic risk by imposing a capital requirement
Chen Zhou - 2010
Persistent link: https://www.econbiz.de/10003989182
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The impact of imposing capital requirements on systemic risk
Chen Zhou - In: Journal of financial stability 9 (2013) 3, pp. 320-329
Persistent link: https://www.econbiz.de/10010236716
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Are banks too big to fail? : measuring systemic importance of financial institutions
Chen Zhou - In: International journal of central banking : IJCB 6 (2010) 4, pp. 205-250
Persistent link: https://www.econbiz.de/10008907942
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Are banks too big to fail?
Chen Zhou - 2009
Persistent link: https://www.econbiz.de/10003912748
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Dependence structure of risk factors and diversification effects
Chen Zhou - 2009
Persistent link: https://www.econbiz.de/10003865271
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Measuring portfolio credit risk correctly : why parameter uncertainty matters
Tarashev, Nikola A. - In: Journal of banking & finance 34 (2010) 9, pp. 2065-2076
Persistent link: https://www.econbiz.de/10008732113
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Are banks too big to fail? : measuring systemic importance of financial institutions
Zhou, Chen - In: International journal of central banking : IJCB 6 (2010) 4, pp. 205-250
Persistent link: https://www.econbiz.de/10009924441