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~accessRights:"restricted"
~person:"Chabot, Ben"
~person:"Chen, Jean Jinghan"
~person:"Lu, Qian"
~person:"Uchida, Hirofumi"
~subject:"Risk measure"
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Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
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