Open AccessMeasuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models
Author(s) -
Jaeho Yun,
Hyejung Moon
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2580592
Subject(s) - systemic risk , correlation , business , econometrics , economics , mathematics , financial crisis , geometry , macroeconomics
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