Measuring systemic risk in the European banking sector: a copula CoVaR approach.
| Autor: | Karimalis, Emmanouil N.1,2 Emmanouil.Karimalis.1@cass.city.ac.uk, Nomikos, Nikos K.1 |
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| Zdroj: | European Journal of Finance. Jul2018, Vol. 24 Issue 11, p944-975. 32p. |
| Databáze: | Business Source Ultimate |
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