Systemic Risk in Europe

Eric Jondeau and Michael Rockinger ()

Global Credit Review (GCR), 2013, vol. 03, issue 01, 1-6

Abstract: No abstract received.

Keywords: Systemic risk; marginal expected shortfall; multifactor model; volatility; correlation (search for similar items in EconPapers)
Date: 2013
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http://www.worldscientific.com/doi/abs/10.1142/S2010493613500013
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Journal Article: Systemic Risk in Europe (2015)
Working Paper: Systemic Risk in Europe (2012)
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DOI: 10.1142/S2010493613500013

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