Why do some banks contribute more to global systemic risk?
作者： Denefa Bostandzic , Gregor N.F. Weiß
DOI: 10.1016/J.JFI.2018.03.003
关键词: Global financial system 、 Loan 、 Systemic risk 、 Business 、 Economic policy 、 Financial system 、 Interconnectedness 、 Capital (economics) 、 Rest (finance) 、 Bank regulation 、 Economics and Econometrics 、 Finance
摘要: … our comparison of market-based systemic risk measures of US vs… ’ stock returns with the sector index return, our systemic risk … for the estimation of the systemic risk measures. Therefore, …
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