Systematic risk measurement in the global banking stock market with time series analysis and CoVaR

Bibliographic Details
Main Authors: Tetsuo Kurosaki, Young Shin Kim
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2013-04-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5084/imfi_en_2013_01cont_Kurosaki.pdf