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(Simple) ΔCoVaR bounds
Mercadier, Mathieu
;
Strobel, Frank
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
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2
On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
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Aggregate concentration and the cost of systemic risk
Shaffer, Sherrill
- In:
Applied economics letters
14
(
2007
)
4/6
,
pp. 425-428
Persistent link: https://www.econbiz.de/10003469432
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