(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

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