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

Cite this

@article{405e46a8b93a47e38b456d37defff484,
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",
month = "10",
day = "1",
doi = "10.1016/j.jbankfin.2014.05.030",
language = "English",
volume = "47",
pages = "270--287",
journal = "Journal of Banking and Finance",
issn = "0378-4266",
publisher = "Elsevier",

}

TY - JOUR

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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U2 - 10.1016/j.jbankfin.2014.05.030

DO - 10.1016/j.jbankfin.2014.05.030

M3 - Article

VL - 47

SP - 270

EP - 287

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

ER -