Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach (Q5240333)
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scientific article; zbMATH DE number 7122223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach |
scientific article; zbMATH DE number 7122223 |
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Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach (English)
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25 October 2019
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value at risk
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systemic risk
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CoVaR
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banking sector
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