Bank systemic risk exposure and office market interconnectedness

Author:

Füss Roland,Ruf Daniel

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference59 articles.

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

2. Measuring systemic risk;Acharya;Rev. Financ. Stud.,2017

3. CoVaR;Adrian;Am. Econ. Rev.,2016

4. Current account patterns and national real estate markets;Aizenman;J. Urban Econ.,2009

5. Asset commonality, debt maturity, and systemic risk;Allen;J. Financ. Econ.,2012

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