Short-term wholesale funding and systemic risk: A global CoVaR approach

Journal of Banking and Finance

Volumn 36, Issue 12, 2012, Pages 3150-3162

  López Espinosa, Germán ^a   Moreno, Antonio ^a   Rubia, Antonio ^b   Valderrama, Laura ^c  

^a UNIVERSITY OF NAVARRA   (Spain)

^b UNIVERSITY OF ALICANTE   (Spain)

^c INTERNATIONAL MONETARY FUND   (United States)

Author keywords

Liquidity risk; Macroprudential regulation; Systemic importance

Indexed keywords

EID: 84866865721     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2012.04.020     Document Type: Article

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