Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR
Marta Karaś and Witold Szczepaniak
| Year of publication: |
2021
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|---|---|
| Authors: | Karaś, Marta ; Szczepaniak, Witold |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 17.2021, 2, p. 27-62
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| Subject: | systemic risk | quantile-based risk measures | Central and Eastern Europe (CEE) | fragility | contagion | Osteuropa | Eastern Europe | Systemrisiko | Systemic risk | Risiko | Risk | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2021.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671414