What Kind Of Systemic Risks Do We Face In The European Banking Sector? The Approach Of CoVaR Measure

Online veröffentlicht: 03. Juni 2015

Seitenbereich: 114 - 124

Eingereicht: 23. Sept. 2014

Akzeptiert: 01. Dez. 2014

DOI: https://doi.org/10.1515/foli-2015-0017

Schlüsselwörter

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.