Assessing the contribution of banks, insurance and other financial services to systemic risk

Oscar Bernal Diaz; Jean Yves Gnabo; Grégory Guilmin

doi:10.1016/j.jbankfin.2014.05.030

Assessing the contribution of banks, insurance and other financial services to systemic risk

Oscar Bernal Diaz, Jean Yves Gnabo, Grégory Guilmin

Center for Research in Finance and Management

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	270-287
Number of pages	18
Journal	Journal of Banking and Finance
Volume	47
DOIs	https://doi.org/10.1016/j.jbankfin.2014.05.030
Publication status	Published - 1 Oct 2014

Keywords

CoVaR
Quantile regression
Stochastic dominance test
Systemic risk

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10.1016/j.jbankfin.2014.05.030

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title = "Assessing the contribution of banks, insurance and other financial services to systemic risk",

keywords = "CoVaR, Quantile regression, Stochastic dominance test, Systemic risk",

author = "{Bernal Diaz}, Oscar and Gnabo, {Jean Yves} and Gr{\'e}gory Guilmin",

year = "2014",

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day = "1",

doi = "10.1016/j.jbankfin.2014.05.030",

language = "English",

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journal = "Journal of Banking and Finance",

issn = "0378-4266",

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T1 - Assessing the contribution of banks, insurance and other financial services to systemic risk

AU - Bernal Diaz, Oscar

AU - Gnabo, Jean Yves

AU - Guilmin, Grégory

PY - 2014/10/1

Y1 - 2014/10/1

KW - CoVaR

KW - Quantile regression

KW - Stochastic dominance test

KW - Systemic risk

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DO - 10.1016/j.jbankfin.2014.05.030

M3 - Article

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SN - 0378-4266

VL - 47

SP - 270

EP - 287

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

ER -

Assessing the contribution of banks, insurance and other financial services to systemic risk

Keywords

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