Systemic risk attribution in the EU
Year of publication: |
2019
|
---|---|
Authors: | Farina, G. ; Giacometti, Rosella ; De Giuli, Maria Elena |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 70.2019, 7, p. 1115-1128
|
Subject: | Systemic risk | Marshall-Olkin distribution | risk attribution | credit default swaps | Finanzdienstleistung | Financial services | Kreditderivat | Credit derivative | Systemrisiko | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis |
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