Skip to content
Publish & Distribute
Publishing Solutions
Distribution Solutions
Library Services
Subjects
Architecture and Design
Arts
Business and Economics
Chemistry
Classical and Ancient Near Eastern Studies
Computer Sciences
Cultural Studies
Engineering
General Interest
Geosciences
History
Industrial Chemistry
Jewish Studies
Law
Library and Information Science, Book Studies
Life Sciences
Linguistics and Semiotics
Literary Studies
Materials Sciences
Mathematics
Medicine
Music
Pharmacy
Philosophy
Physics
Social Sciences
Sports and Recreation
Theology and Religion
Publications
Journals
Books
Proceedings
Publishers
Journal Matcher
Blog
Contact
Search
English
English
Deutsch
Polski
Español
Français
Italiano
Cart
Home
Journals
Folia Oeconomica Stetinensia
Volume 14 (2014): Issue 2 (December 2014)
Open Access
What Kind Of Systemic Risks Do We Face In The European Banking Sector? The Approach Of CoVaR Measure
Renata Karkowska
Renata Karkowska
Search for this author on
Sciendo
|
Google Scholar
Karkowska, Renata
Jun 03, 2015
Folia Oeconomica Stetinensia
Volume 14 (2014): Issue 2 (December 2014)
About this article
Previous Article
Next Article
Abstract
References
Authors
Articles in this Issue
Preview
PDF
Cite
Share
Download Cover
Published Online:
Jun 03, 2015
Page range:
114 - 124
Received:
Sep 23, 2014
Accepted:
Dec 01, 2014
DOI:
https://doi.org/10.1515/foli-2015-0017
Keywords
systemic risk
,
value at risk
,
risk spillovers
,
banking sector
© University of Szczecin
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
