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Maillet, Bertrand; Michel, Thierry L. - In: Review of international economics 13 (2005) 3, pp. 597-611

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Tymoigne, Eric - 2011

three major economic sectors. The index provides a means to detect the speed with which financial fragility accrues, and its …

Persistent link: https://www.econbiz.de/10013128524

Jiao, Shoukun; Ye, Wuyi - In: Computational economics 59 (2022) 3, pp. 1203-1229

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Chiu, Wan-Chien; Peña Sánchez de Rivera, Juan Ignacio; … - In: European financial management : the journal of the … 21 (2015) 5, pp. 833-866

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Yun, Jaeho - 2015

(marginal expected shortfall) and CoVaR. To compute both measures we employ Engle's dynamic conditional correlation model. Our …

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