What kind of systemic risks do we face in the European banking sector? : the approach of CoVaR measure
Year of publication: |
2014
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Authors: | Karkowska, Renata |
Published in: |
Folia oeconomica Stetinensia : FOS. - Szczecin : Wydawn. Naukowe Uniw. Szczecińskiego, ISSN 1730-4237, ZDB-ID 2672877-1. - Vol. 14.2014, 2, p. 114-139
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Subject: | systemic risk | value at risk | risk spillovers | banking sector | Finanzdienstleistung | Financial services | Bankrisiko | Bank risk | Systemrisiko | Systemic risk | Bank | Risikomaß | Risk measure | Messung | Measurement | Finanzkrise | Financial crisis | Finanzsektor | Financial sector | EU-Staaten | EU countries |
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