(Simple) ΔCoVaR bounds
Mathieu Mercadier, Frank Strobel
| Year of publication: |
2023
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|---|---|
| Authors: | Mercadier, Mathieu ; Strobel, Frank |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 14, p. 1874-1881
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| Subject: | probability bounds | risk measure | systemic risk | ΔCoVaR | Theorie | Theory | Systemrisiko | Systemic risk | Finanzdienstleistung | Financial services | Messung | Measurement | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Finanzmarkt | Financial market | Finanzkrise | Financial crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2083557 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305372