ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE
From MaRDI portal
Publication:5746928
DOI10.1142/S0219024913500416zbMath1287.91091MaRDI QIDQ5746928
Christian Gouriéroux, Alain Monfort
Publication date: 11 February 2014
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Related Items
Systemic risk: conditional distortion risk measures, Generalized inverses and asymptotic properties of Wald tests, How to measure interconnectedness between banks, insurers and financial conglomerates
Cites Work