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Systemic risk measurement and...
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31
Dual representations for systemic risk measures
Ararat, Çağın
;
Rudloff, Birgit
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
Saved in:
32
Measuring systemic risk in the European banking sector : a copula CoVaR approach
Karimalis, Emmanouil N.
;
Nomikos, Nikos K.
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 944-975
Persistent link: https://www.econbiz.de/10012244423
Saved in:
33
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
34
Measuring bank downside systemic risk in Taiwan
Su, Ender
;
Wong, Kai Wen
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 172-193
Persistent link: https://www.econbiz.de/10012035041
Saved in:
35
Measuring systemic risk of the banking industry in China : a DCC-MIDAS-t approach
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yuan, Jing
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 13-31
Persistent link: https://www.econbiz.de/10012035069
Saved in:
36
Systemic risk for financial institutions of major petroleum-based economies : the role of oil
Khalifa, Ahmed
;
Caporin, Massimiliano
;
Costola, Michele
; …
-
2017
-
This version: November 5, 2017
better risk
measurement
by accounting for oil returns in the risk functions. The estimated spread between the standard CoVaR …
Persistent link: https://www.econbiz.de/10012062097
Saved in:
37
Measuring systemic risk in dual banking system : the case of Malaysia
Manap, Turkhan Ali Abdul
- In:
Islamic finance, risk-sharing and macroeconomic stability
,
(pp. 151-170)
.
2019
Persistent link: https://www.econbiz.de/10012098473
Saved in:
38
Systemic risk in financial institutions of BRICS :
measurement
and identification of firm-specific determinants
Zeb, Shumaila
;
Rashid, Abdul
- In:
Risk management : a journal of risk, crisis and disaster
21
(
2019
)
4
,
pp. 243-264
Persistent link: https://www.econbiz.de/10012125345
Saved in:
39
Measuring systemic risk of the US banking sector in time-frequency domain
Teply, Petr
;
Kvapilikova, Ivana
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 461-472
Persistent link: https://www.econbiz.de/10011938177
Saved in:
40
Dual representations for systemic risk measures based on acceptance sets
Arduca, Maria
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 155-184
Persistent link: https://www.econbiz.de/10012433636
Saved in:
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