Showing 1 - 10 of 10,989
Persistent link: https://www.econbiz.de/10003635736
Persistent link: https://www.econbiz.de/10003406422
Persistent link: https://www.econbiz.de/10003735333
Persistent link: https://www.econbiz.de/10003480505
Persistent link: https://www.econbiz.de/10009714851
Persistent link: https://www.econbiz.de/10014288652
Persistent link: https://www.econbiz.de/10011419194
We propose the realized systemic risk beta as a measure for financial companies' contribution to systemic risk given network interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover effects and market as well as balance sheet information,...
Persistent link: https://www.econbiz.de/10010201170
Persistent link: https://www.econbiz.de/10001404275
Persistent link: https://www.econbiz.de/10014434078