Skip to Main content Skip to Navigation
Journal articles

Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk

Abstract : Forthcoming
Document type :
Journal articles
Complete list of metadatas

https://hal-univ-paris10.archives-ouvertes.fr/hal-01385923
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 3:23:59 PM
Last modification on : Tuesday, November 19, 2019 - 9:28:39 AM

Identifiers

  • HAL Id : hal-01385923, version 1

Citation

Georgiana-Denisa Banulescu, Elena Ivona Dumitrescu. Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk. Journal of Banking and Finance, Elsevier, 2015, 50, pp.575 - 588. ⟨hal-01385923⟩

Share

Metrics

Record views

178