Systemic risk, financial markets, and performance of financial institutions

DOI10.1007/S10479-016-2113-8zbMath1416.91417OpenAlexW2254539157MaRDI QIDQ1615812

Min-Teh Yu, Edward M. H. Lin, Edward W. Sun

Publication date: 31 October 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-016-2113-8

zbMATH Keywords

financial crisissystemic riskCoVaRMESSRISK

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Actuarial science and mathematical finance (91G99)

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Cites Work

• Network models and financial stability
• Specification Tests in Econometrics
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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