Measuring systemic risk : a factor-augmented correlated default approach
Year of publication: |
2012
|
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Authors: | Suh, Sangwon |
Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 21.2012, 2, p. 341-358
|
Subject: | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Messung | Measurement | Korrelation | Correlation | Insolvenz | Insolvency | Finanzmarkt | Financial market | Welt | World | Theorie | Theory | Regulierung | Regulation | Kreditrisiko | Credit risk | Finanzsektor | Financial sector |
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