Financial structure and determinants of systemic risk contribution
Year of publication: |
2019
|
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Authors: | Qin, Xiao ; Zhou, Chunyang |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 57.2019, p. 1-16
|
Subject: | Bank-based system | Financial structure | Market-based system | Multivariate Extreme Value Theory | Systemic risk contribution | Theorie | Theory | Systemrisiko | Systemic risk | Finanzsektor | Financial sector | Risikomaß | Risk measure | Kapitalstruktur | Capital structure | Bank | Ausreißer | Outliers | Risiko | Risk |
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