Systemic risk measures: The simpler the better?

Journal of Banking and Finance

Volumn 37, Issue 6, 2013, Pages 1817-1831

  Rodríguez Moreno, María ^a   Peña, Juan Ignacio ^b  

^a EUROPEAN CENTRAL BANK   (Germany)

^b DEPARTMENT OF BUSINESS ADMINISTRATION   (Spain)

Author keywords

CDS; CoVaR; Libor spreads; Systemic risk

Indexed keywords

EID: 84875855451     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2012.07.010     Document Type: Article

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