Measuring and testing for the systemically important financial institutions
Year of publication: |
2012
|
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Authors: | Castro, Carlos ; Ferrari, Stijn |
Publisher: |
Brussels : National Bank of Belgium |
Subject: | Finanzintermediation | Bank | Bankrisiko | Systemrisiko | Regressionsanalyse | Stochastischer Prozess | EU-Staaten | Systemic risk | SIFIs | interconnectedness | quantile regression | stochastic dominance test |
Series: | NBB Working Paper ; 228 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 878198458 [GVK] hdl:10419/144440 [Handle] RePEc:nbb:reswpp:201210-228 [RePEc] |
Classification: | C21 - Cross-Sectional Models; Spatial Models ; c58 ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Measuring and testing for the systemically important financial institutions
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Measuring and Testing for the Systemically Important Financial Institutions
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Measuring and testing for the systemically important financial institutions
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Measuring and testing for the systemically important financial institutions
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