The information in systemic risk rankings
Year of publication: |
September 2016
|
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Authors: | Nucera, Federico ; Schwaab, Bernd ; Koopman, Siem Jan ; Lucas, André |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 38.2016, Part A, p. 461-475
|
Subject: | Systemic risk contribution | Risk rankings | Forecast combination | Financial regulation | Banking supervision | Systemrisiko | Systemic risk | Bankenaufsicht | Ranking-Verfahren | Ranking method | Bankrisiko | Bank risk | Welt | World | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | Risiko | Risk |
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