Correlation between the 2014 EU-wide stress tests and the market-based measures of systemic risk
Sonia Dissem, Frederic Lobez
| Year of publication: |
2020
|
|---|---|
| Authors: | Dissem, Sonia ; Lobez, Frédéric |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 51.2020, p. 1-23
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| Subject: | Systemic risk | Bank regulation | Stress test | Systemrisiko | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Messung | Measurement | Welt | World | Korrelation | Correlation | Stresstest | EU-Staaten | EU countries | Bankenregulierung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2018.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210545