Short-term wholesale funding and systemic risk : a global CoVaR approach
Year of publication: |
2012
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Authors: | López-Espinosa, Germán ; Moreno, Antonio ; Rubia, Antonio ; Valderrama, Laura |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 12, p. 3150-3162
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Subject: | VAR-Modell | VAR model | Welt | World | Internationales Finanzsystem | International financial system |
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