Banks' systemic risk in the Tunisian context : measures and determinants
Year of publication: |
October 2018
|
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Authors: | Khiari, Wided ; Nachnouchi, Jamila |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 45.2018, p. 620-631
|
Subject: | Systemic risk | Cartography | Value at risk | Expected shortfall | CoVaR | CoES | MDS | PLS regression | Systemic risk implication composite index | Finanzdienstleistung | Financial services | Risikomaß | Risk measure | Systemrisiko | Bankrisiko | Bank risk | Tunesien | Tunisia | Finanzkrise | Financial crisis | Messung | Measurement | Risikomanagement | Risk management |
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