Good for one, bad for all: Determinants of individual versus systemic risk
Year of publication: |
2013
|
---|---|
Authors: | López-Espinosa, Germán ; Rubia, Antonio ; Valderrama, Laura ; Antón, Miguel |
Published in: |
Journal of Financial Stability. - Elsevier, ISSN 1572-3089. - Vol. 9.2013, 3, p. 287-299
|
Publisher: |
Elsevier |
Subject: | CoVaR | Correlated risks | Financial regulation | Individual risk | Systemic risk |
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