Effect of banking and macroeconomic variables on systemic risk : an application of CoVaR for an emerging economy
Helder Ferreira de Mendonça, Rafael Bernardo da Silva
| Year of publication: |
2018
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|---|---|
| Authors: | Mendonça, Helder Ferreira de ; Silva, Rafael Bernardo da |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 43.2018, p. 141-157
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| Subject: | CoVaR | Financial system | Macroprudential regulation | Systemic risk | Systemrisiko | Schwellenländer | Emerging economies | Bankrisiko | Bank risk | Welt | World | Wirkungsanalyse | Impact assessment | Finanzmarktregulierung | Financial market regulation | Finanzsektor | Financial sector | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2017.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012036273