SRISK: a conditional capital shortfall measure of systemic risk
Year of publication: |
January 2017
|
---|---|
Authors: | Brownlees, Christian ; Engle, Robert F. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 30.2017, 1, p. 48-79
|
Subject: | Systemrisiko | Systemic risk | Messung | Measurement | Finanzsektor | Financial sector | Finanzkrise | Financial crisis | Eigenkapital | Equity capital | USA | United States | 2003-2012 |
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