Short-term wholesale funding and systemic risk: A global CoVaR approach
Year of publication: |
2012
|
---|---|
Authors: | López-Espinosa, Germán ; Moreno, Antonio ; Rubia, Antonio ; Valderrama, Laura |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 12, p. 3150-3162
|
Publisher: |
Elsevier |
Subject: | Systemic importance | Liquidity risk | Macroprudential regulation |
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