Pages that link to "Item:Q5240333"
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The following pages link to Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach (Q5240333):
Displaying 4 items.
- The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (Q2126203) (← links)
- (Q3071558) (← links)
- Assessment of Systemic Risk in the Polish Banking Industry (Q5198085) (← links)
- Towards a Generalized Measure of Systemic Risk: Systemic Turbulence Measure (Q5240112) (← links)