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

Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs

langue originale	Anglais
Pages (de - à)	270-287
Nombre de pages	18
journal	Journal of Banking and Finance
Volume	47
Les DOIs	https://doi.org/10.1016/j.jbankfin.2014.05.030
Etat de la publication	Publié - 1 oct. 2014

Accès au document

@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 = oct,

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

UR - http://www.scopus.com/inward/record.url?scp=84908509961&partnerID=8YFLogxK

U2 - 10.1016/j.jbankfin.2014.05.030

DO - 10.1016/j.jbankfin.2014.05.030

M3 - Article

AN - SCOPUS:84908509961

SN - 0378-4266

VL - 47

SP - 270

EP - 287

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

ER -