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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