(Simple) ΔCoVaR bounds
Mathieu Mercadier, Frank Strobel
| Year of publication: |
2023
|
|---|---|
| Authors: | Mercadier, Mathieu ; Strobel, Frank |
| Subject: | probability bounds | risk measure | systemic risk | ΔCoVaR | Systemrisiko | Systemic risk | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Wahrscheinlichkeitsrechnung | Probability theory | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Finanzmarkt | Financial market |
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