Modelling Systemic Risk in the South African Banking Sector Using CoVar

Mathias Manguzvane

No 709, ERSA Working Paper Series from Economic Research Southern Africa

Keywords: Banking Regulation; South Africa (search for similar items in EconPapers)
JEL-codes: G11 G21 G32 (search for similar items in EconPapers)
Date: 2017-09-01
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Persistent link: https://EconPapers.repec.org/RePEc:rza:ersawp:709

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