Is systemic risk systematic? Evidence from the U.S. stock markets
Author:
Affiliation:
1. Defense Financial Analysis Group Korea Institute for Defense Analyses (KIDA) Seoul South Korea
2. Fund & Pension Division Korea Capital Market Institute (KCMI) Seoul South Korea
Funder
National Research Foundation of Korea
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1772
Reference32 articles.
1. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
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3. CoVaR
4. Alessi L. &Detken C.(2009).'Real time'early warning indicators for costly asset price boom/bust cycles: A role for global liquidity.
5. Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
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