Assessing the systemic risk between American and European financial systems
Year of publication: |
2020
|
---|---|
Authors: | Orhan, Ayhan ; Benli, Vahit Ferhan ; Castanho, Rui Alexandre |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 29.2020, 6, p. 649-671
|
Subject: | Systemic risk | financial regulation and management | value-at-risk | CoVaR | quantile regression | Systemrisiko | Risikomaß | Risk measure | Finanzsektor | Financial sector | EU-Staaten | EU countries | Bankrisiko | Bank risk | Regulierung | Regulation | Finanzmarkt | Financial market |
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