Systemic risk in financial institutions of BRICS : measurement and identification of firm-specific determinants
Shumaila Zeb, Abdul Rashid
| Year of publication: |
2019
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|---|---|
| Authors: | Zeb, Shumaila ; Rashid, Abdul |
| Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 21.2019, 4, p. 243-264
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| Subject: | Systemic risk | Value-at-risk | Conditional value-at-risk | Quantile regression | Financial sector | BRICS | Finanzdienstleistung | Financial services | BRICS-Staaten | BRICS countries | Risikomaß | Risk measure | Systemrisiko | Finanzkrise | Financial crisis | Messung | Measurement | Finanzsektor | Bankrisiko | Bank risk | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-018-00048-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012125345