Systematic risk measurement in the global banking stock market with time series analysis and CoVaR
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
LLC "CPC "Business Perspectives"
2013-04-01
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Series: | Investment Management & Financial Innovations |
Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5084/imfi_en_2013_01cont_Kurosaki.pdf |
ISSN: | 1810-4967 1812-9358 |
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