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

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)270-287
Number of pages18
JournalJournal of Banking and Finance
Volume47
DOIs
Publication statusPublished - 1 Oct 2014

Keywords

  • CoVaR
  • Quantile regression
  • Stochastic dominance test
  • Systemic risk

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