Systemic risk of European financial institutions: Estimation and ranking by the Marginal Expected Shortfall-Reference-Cited by-同舟云学术

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Systemic risk of European financial institutions: Estimation and ranking by the Marginal Expected Shortfall

Published:2016-05 Issue: Volume:37 Page:113-134
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Derbali Abdelkader^ORCID,Hallara Slaheddine

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference23 articles.

1. Capital shortfall: a new approach to ranking and regulating systemic risk;Acharya;Am. Econom. Rev.,2012

2. Measuring Systemic Risk;Acharya,2012

3. Measuring Systemic Risk;Acharya,2010

4. Measuring Systemic Risk;Acharya,2009

5. CoVaR. Staff Reports 348;Adrian,2008

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