The price of being a Systemically Important Financial Institution (SIFI)
Year of publication: |
December 2017
|
---|---|
Authors: | Dacorogna, Michel M. ; Busse, Marc |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 17.2017, 4, p. 611-616
|
Subject: | Systemrisiko | Systemic risk | Schuldenübernahme | Bailout | Finanzmarkt | Financial market | Ausreißer | Outliers | Theorie | Theory |
-
The Price of Being a Systemically Important Financial Institution (SIFI)
Dacorogna, Michel M., (2016)
-
Measuring systemic risk : common factor exposures and tail dependence effects
Chiu, Wan-Chien, (2015)
-
Extrem value theory in finance : a survey
Rocco, Marco, (2014)
- More ...
-
The impact of systemic risk on the diversification benefits of a risk portfolio
Busse, Marc, (2014)
-
The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
Busse, Marc, (2017)
-
The Price of Being a Systemically Important Financial Institution (SIFI)
Dacorogna, Michel M., (2016)
- More ...