Backtesting systemic risk measures during historical bank runs
Year of publication: |
2015
|
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Authors: | Brownlees, Christian ; Chabot, Ben ; Ghysels, Eric ; Kurz, Christopher J. |
Publisher: |
Chicago, Ill. : Federal Reserve Bank of Chicago |
Subject: | Systemrisiko | Systemic risk | Messung | Measurement | Statistischer Test | Statistical test | Bankenkrise | Banking crisis | Bankgeschichte | Banking history | Weltwirtschaftskrise | Global economic crisis | Schätzung | Estimation | USA | United States | 1866-1933 |
Extent: | Online-Ressource (29, 6 S.) graph. Darst. |
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Series: | Working papers / Federal Reserve Bank of Chicago. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 1936-5276, ZDB-ID 2186680-6. - Vol. 2015-09 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/130672 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Brownlees, Christian, (2020)
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Backtesting Systemic Risk Measures During Historical Bank Runs
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