Procyclical leverage and value-at-risk
Year of publication: |
2014
|
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Authors: | Adrian, Tobias ; Shin, Hyun Song |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 27.2014, 2, p. 373-403
|
Subject: | Kreditgeschäft | Bank lending | Konjunktur | Business cycle | Finanzintermediation | Financial intermediation | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Vertragstheorie | Contract theory | Theorie | Theory | USA | United States | 2001-2012 |
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