Systemic risk in Europe
Year of publication: |
2015
|
---|---|
Authors: | Engle, Robert F. ; Jondeau, Eric ; Rockinger, Michael |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 19.2015, 1, p. 145-190
|
Subject: | Marginal Expected Shortfall | Systemrisiko | Systemic risk | Volatilität | Volatility | Korrelation | Correlation | Europa | Europe |
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