Systemic-systematic risk in financial system : a dynamic ranking based on expectiles
Laura Garcia-Jorcano, Lidia Sanchis-Marco
| Year of publication: |
2021
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|---|---|
| Authors: | Garcia-Jorcano, Laura ; Sanchis-Marco, Lidia |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 75.2021, p. 330-365
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| Subject: | Expected shortfall | Expectiles | Systematic risk | Systemic risk | Systemrisiko | Risiko | Risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Finanzdienstleistung | Financial services | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012692497