Financial Network Systemic Risk Contributions-Reference-Cited by-同舟云学术

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Financial Network Systemic Risk Contributions

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Hautsch Nikolaus,Schaumburg Julia,Schienle Melanie

Publisher

Elsevier BV

Reference47 articles.

1. the products of estimated systemic risk betas and individual VaRs, of Lehman Brothers (LEH, red) and Merrill Lynch (ML, green);Realized systemic risk betas, i.e,2000

2. Estimated company-specific VaRs of Lehman Brothers (upper panel) and Merrill Lynch (lower panel). Estimation period is the pre-crisis period;Figure,2000

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4. Bayesian Graphical Models for STructural Vector Autoregressive Processes;Journal of Applied Econometrics;2015-02-11

5. The Intrafirm Complexity of Systemically Important Financial Institutions;SSRN Electronic Journal;2015

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