Novel three-bank model for measuring the systemic importance of commercial banks
Year of publication: |
2014
|
---|---|
Authors: | Lu, Jing ; Hu, Xiaohong |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 43.2014, C, p. 238-246
|
Publisher: |
Elsevier |
Subject: | Systemic importance of banks | Systemic risk | Size of bank | Multivariate extreme theory |
-
Novel three-bank model for measuring the systemic importance of commercial banks
Lu, Jing, (2014)
-
Centrality-based Capital Allocations
Alter, Adrian, (2014)
-
Insurance activities and systemic risk
Berdin, Elia, (2015)
- More ...
-
Novel three-bank model for measuring the systemic importance of commercial banks
Lu, Jing, (2014)
-
Ma, Youfu, (2013)
-
Wang, Sufen, (2009)
- More ...