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

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
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spelling doaj-96195d0a3d7c4b64948f608a33f6c6d42020-11-25T02:25:37ZengLLC "CPC "Business Perspectives"Investment Management & Financial Innovations 1810-49671812-93582013-04-011015084Systematic risk measurement in the global banking stock market with time series analysis and CoVaRTetsuo KurosakiYoung Shin Kimhttps://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5084/imfi_en_2013_01cont_Kurosaki.pdf
collection DOAJ
language English
format Article
sources DOAJ
author Tetsuo Kurosaki
Young Shin Kim
spellingShingle Tetsuo Kurosaki
Young Shin Kim
Systematic risk measurement in the global banking stock market with time series analysis and CoVaR
Investment Management & Financial Innovations
author_facet Tetsuo Kurosaki
Young Shin Kim
author_sort Tetsuo Kurosaki
title Systematic risk measurement in the global banking stock market with time series analysis and CoVaR
title_short Systematic risk measurement in the global banking stock market with time series analysis and CoVaR
title_full Systematic risk measurement in the global banking stock market with time series analysis and CoVaR
title_fullStr Systematic risk measurement in the global banking stock market with time series analysis and CoVaR
title_full_unstemmed Systematic risk measurement in the global banking stock market with time series analysis and CoVaR
title_sort systematic risk measurement in the global banking stock market with time series analysis and covar
publisher LLC "CPC "Business Perspectives"
series Investment Management & Financial Innovations
issn 1810-4967
1812-9358
publishDate 2013-04-01
url https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5084/imfi_en_2013_01cont_Kurosaki.pdf
work_keys_str_mv AT tetsuokurosaki systematicriskmeasurementintheglobalbankingstockmarketwithtimeseriesanalysisandcovar
AT youngshinkim systematicriskmeasurementintheglobalbankingstockmarketwithtimeseriesanalysisandcovar
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