Systemic risk, financial markets, and performance of financial institutions
type: Item
instance of: scholarly article
title: Systemic risk, financial markets, and performance of financial institutions
zbMATH Open document ID: 1416.91417
author: Edward M. H. Lin
author: Edward W. Sun
author: Min-Teh Yu
published in: Annals of Operations Research
publication date: 2018-10-31T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6969442
zbMATH Keywords: systemic risk
zbMATH Keywords: MES
zbMATH Keywords: SRISK
zbMATH Keywords: CoVaR
zbMATH Keywords: financial crisis
MaRDI profile type: Publication
full work available at URL: s10479-016-2113-8
OpenAlex ID: W2254539157
cites work: Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
cites work: Specification Tests in Econometrics
cites work: Network models and financial stability
DOI: 10.1007/S10479-016-2113-8
description: scientific article; zbMATH DE number 6969442