Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach
Year of publication: |
2012-07-31
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Authors: | López-Espinosa, Germán ; Moreno, Antonio ; Rubia, Antonio ; Valderrama, Laura |
Institutions: | School of Economics and Business Administration, University of Navarra |
Subject: | Systemic importance | liquidity risk | macroprudential regulation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 02/12 48 pages |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; G01 - Financial Crises ; G20 - Financial Institutions and Services. General |
Source: |
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Short-term wholesale funding and systemic risk: A global CoVaR approach
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Short-term wholesale funding and systemic risk : a global CoVaR approach
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