A framework for tracking changes in the intensity of investment funds systemic risk
Xisong Jin; Francisco Nadal De Simone
| Year of publication: |
2014
|
|---|---|
| Authors: | Jin, Xisong ; Nadal-De Simone, Francisco |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 343-368
|
| Subject: | Financial stability | Investment funds | Macroprudential policy | Probability of distress | Generalized dynamic factor model | Dynamic copulas | Investmentfonds | Investment Fund | Finanzkrise | Financial crisis | Finanzmarktaufsicht | Financial supervision | Systemrisiko | Systemic risk | EU-Staaten | EU countries | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011300458