Assessing the contribution of banks, insurance and other financial services to systemic risk
Year of publication: |
2014
|
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Authors: | Bernal, Oscar ; Gnabo, Jean-Yves ; Guilmin, Grégory |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 47.2014, C, p. 270-287
|
Publisher: |
Elsevier |
Subject: | Systemic risk | CoVaR | Quantile regression | Stochastic dominance test |
Type of publication: | Article |
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Classification: | C21 - Cross-Sectional Models; Spatial Models ; E44 - Financial Markets and the Macroeconomy ; G01 - Financial Crises ; G20 - Financial Institutions and Services. General ; G28 - Government Policy and Regulation |
Source: |
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Assessing the Contribution of Banks, Insurance and Other Financial Services to Systemic Risk
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Assessing the contribution of banks, insurance and other financial services to systemic risk
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