Too non-traditional to fail? : determinants of systemic risk for BRICs banks
Year of publication: |
2014
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Authors: | Qin, Xiao ; Zhu, Xi |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 4/6, p. 261-264
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Subject: | systemic risk | marginal expected shortfall | extreme value theory | too non-traditional to fail | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Risikomanagement | Risk management | Bankinsolvenz | Bank failure | Ausreißer | Outliers | Bank |
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