Open AccessCoVaR
Author(s) -
Pawel Zabczyk,
Markus K. Brunnermeier
Publication year - 2011
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w17454
Subject(s) - systemic risk , leverage (statistics) , value at risk , financial crisis , measure (data warehouse) , econometrics , economics , actuarial science , business , statistics , computer science , finance , risk management , mathematics , database , macroeconomics