Systemic risk in Taiwan stock market

Journal of Business Economics and Management

Volumn 13, Issue 5, 2012, Pages 895-914

  Sheu, Her Jiun ^a   Cheng, Chien Ling ^b  

^a NATIONAL CHI NAN UNIVERSITY   (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

Conditional VaR; financial crisis; idiosyncratic risk; spill over; systemic importance; systemic risk; value at risk

Indexed keywords

EID: 84867272637     PISSN: 16111699     EISSN: 20294433     Source Type: Journal    
DOI: 10.3846/16111699.2011.620168     Document Type: Article

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