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

Journal of Banking and Finance

Volumn 47, Issue , 2014, Pages 270-287

  Bernal, Oscar ^a   Gnabo, Jean Yves ^a   Guilmin, Grégory ^a  

^a UNIVERSITY OF NAMUR   (Belgium)

Author keywords

CoVaR; Quantile regression; Stochastic dominance test; Systemic risk

Indexed keywords

EID: 84908509961     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2014.05.030     Document Type: Article

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