Measures of systemic risk and financial fragility in Korea
Year of publication: |
2013
|
---|---|
Authors: | Lee, Jong ; Ryu, Jaemin ; Tsomocos, Dimitrios |
Published in: |
Annals of Finance. - Springer. - Vol. 9.2013, 4, p. 757-786
|
Publisher: |
Springer |
Subject: | Financial stability | Systemic risk | JPoD | CoVaR | MES | Shapley value |
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