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
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⟩