Measuring systemic risk in emerging markets using CoVaR
Year of publication: |
2014
|
---|---|
Authors: | Drakos, Anastassios A. ; Kouretas, Georgios P. |
Published in: |
Emerging markets and the global economy. - Amsterdam : Elsevier, Acad. Press, ISBN 978-0-12-411549-1. - 2014, p. 271-307
|
Subject: | Länderrisiko | Country risk | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Messung | Measurement | Risikomaß | Risk measure | Schwellenländer | Emerging economies | Welt | World | 1995-2013 |
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