Identifying systemically important banks in Pakistan : a quantile regression analysis
Shumaila Zeb & Abdul Rashid
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Zeb, Shumaila ; Rashid, Abdul |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 12, p. 155-167
|
| Subject: | systemic risk | Conditional Value at Risk (CoVaR) | Value at Risk (VaR) | state variables | quantile regression | banks | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Regressionsanalyse | Regression analysis | Bankrisiko | Bank risk | Pakistan | Bank | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v7n12p155 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011411803