Author:
Banulescu Georgiana-Denisa,Dumitrescu Elena-Ivona
Subject
Economics and Econometrics,Finance
Reference26 articles.
1. Acharya, V., Pedersen, L., Philippe, T., Richardson, M., 2010. Measuring Systemic Risk. Technical Report, Department of Finance, NYU.
2. Capital shortfall: a new approach to ranking and regulating systemic risks;Acharya;American Economic Review,2012
3. Coherent measures of risk;Artzner;Mathematical Finance,1999
4. Bisias, D., Flood, M., Lo, A., Valavanis, S., 2012. A Survey of Systemic Risk Analytics. SSRN 1983602.
5. Brownlees, T.C., Engle, R.F., 2012. Volatility, Correlation and Tails for Systemic Risk Measurement, Working Paper, NYU-Stern.
Cited by
127 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献