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ALLOCATING SYSTEMIC RISK IN A...
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Finanzkrise
Regulation
36,985
Regulierung
34,370
Theorie
15,063
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14,972
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14,931
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14,255
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3,123
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3,123
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3,066
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3,036
Competition
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2,917
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2,766
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2,762
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2,611
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McAleer, Michael
28
Lo, Andrew W.
24
Allen, Franklin
22
Carletti, Elena
19
Borio, Claudio E. V.
18
Acemoglu, Daron
17
Acharya, Viral V.
17
Battiston, Stefano
17
Dungey, Mardi H.
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Pérez Amaral, Teodosio
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Tahbaz-Salehi, Alireza
17
Arner, Douglas W.
16
Krahnen, Jan Pieter
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Adrian, Tobias
15
Billio, Monica
15
Ozdaglar, Asuman E.
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Allen, David E.
14
Anand, Kartik
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Andrieş, Alin Marius
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Claessens, Stijn
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Gai, Prasanna
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Ongena, Steven
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Brunnermeier, Markus Konrad
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Caccioli, Fabio
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Jiménez-Martín, Juan-Ángel
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Kok Sørensen, Christoffer
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Stiglitz, Joseph E.
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White, Lawrence J.
13
Engle, Robert F.
12
Hałaj, Grzegorz
12
Kapadia, Sujit
12
Koopman, Siem Jan
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Laeven, Luc
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Rey, Hélène
12
Sprincean, Nicu
12
Urga, Giovanni
12
Ülgen, Faruk
12
Babus, Ana
11
Farmer, J. Doyne
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Krishnamurthy, Arvind
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National Bureau of Economic Research
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De Nederlandsche Bank
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OECD
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Coöperatieve Centrale Raiffeisen-Boerenleenbank
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Nomos Verlagsgesellschaft
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South-East Asian Central Banks / Research and Training Centre
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Stiftung Marktwirtschaft / Kronberger Kreis
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Colloquium The Quest for Stability <2009, Utrecht>
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European University Institute / Department of Law
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International Association for the Study of Insurance Economics
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Internationaler Währungsfonds
3
Springer Fachmedien Wiesbaden
3
Universität Mannheim
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Friedrich-Schiller-Universität Jena
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Weltwirtschaft, Ökologie & Entwicklung e.V.
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Central Bank of Ireland
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Journal of financial stability
107
Journal of banking & finance
101
Finance research letters
43
IMF working papers
41
Working paper series / European Central Bank
38
Journal of international financial markets, institutions & money
34
International review of financial analysis
33
Journal of economic dynamics & control
32
NBER working paper series
32
Economic modelling
30
Journal of banking regulation
28
Staff working papers / Bank of England
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NBER Working Paper
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Working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Working paper
24
Discussion paper / Centre for Economic Policy Research
23
Discussion papers / CEPR
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The North American journal of economics and finance : a journal of financial economics studies
23
International review of economics & finance : IREF
22
Journal of risk management in financial institutions
22
Research in international business and finance
22
Staff working paper / Bank of Canada
22
Discussion paper / Tinbergen Institute
21
Discussion paper
20
Research paper series / Swiss Finance Institute
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Applied economics
18
Journal of financial economics
17
Journal of risk and financial management : JRFM
17
Staff reports / Federal Reserve Bank of New York
17
CESifo working papers
16
Journal of financial intermediation
16
Journal of international money and finance
16
Pacific-Basin finance journal
16
Risks : open access journal
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The European journal of finance
15
Emerging markets review
14
Journal of financial regulation and compliance : an international journal
14
SAFE working paper
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ECONIS (ZBW)
4,765
EconStor
17
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
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1
Systemic risk in financial risk
regulation
Cipra, Tomáš
;
Hendrych, Radek
- In:
Finance a úvěr
67
(
2017
)
1
,
pp. 15-38
Persistent link: https://www.econbiz.de/10011720685
Saved in:
2
On the ranking consistency of systemic risk measures : empirical evidence
Abendschein, Michael
;
Grundke, Peter
- In:
The European journal of finance
28
(
2022
)
3
,
pp. 261-290
Persistent link: https://www.econbiz.de/10013373254
Saved in:
3
(Simple) ΔCoVaR bounds
Mercadier, Mathieu
;
Strobel, Frank
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
Saved in:
4
The uncertainty of systemic risk
Ilin, Thomas
;
Varga, Liz
- In:
Risk management : a journal of risk, crisis and disaster
17
(
2015
)
4
,
pp. 240-275
Persistent link: https://www.econbiz.de/10011439474
Saved in:
5
What kind of systemic risks do we face in the European banking sector? : the approach of CoVaR measure
Karkowska, Renata
- In:
Folia oeconomica Stetinensia : FOS
14
(
2014
)
2
,
pp. 114-139
Persistent link: https://www.econbiz.de/10011419194
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models : conference paper
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
-
2014
dependence after the Greek default in winter 2012, which can be explained economically by a change in bank
regulation
. …
Persistent link: https://www.econbiz.de/10010491085
Saved in:
7
A review of individual and systemic risk measures in terms of applicability for banking regulations
Sum, Katarzyna
- In:
Contemporary economics
10
(
2016
)
1
,
pp. 71-82
not yet a subject of
regulation
. …
Persistent link: https://www.econbiz.de/10011452984
Saved in:
8
Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
9
Systemic tail risk distribution
Bienvenüe, Alexis
;
Robert, Christian Yann
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 29-52
Persistent link: https://www.econbiz.de/10011592732
Saved in:
10
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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