Author:
Rodríguez-Moreno María,Peña Juan Ignacio
Subject
Economics and Econometrics,Finance
Reference35 articles.
1. Acharya, V.V., Pedersen L.H., Philippon T., Richardson M., 2010. Measuring Systemic Risk. Working Paper. NYU Stern School of Business.
2. Adrian, T., Brunnermeier, M.K., 2008. CoVaR. Staff Report 348. Federal Reserve Bank of New York.
3. International integration, common exposure and systemic risk in the banking sector;Allenspach,2009
4. Coherent measures of risk;Artzner;Mathematical Finance,1999
5. Decomposing European CDS returns;Berndt;Review of Finance,2010
Cited by
154 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