Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system
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DOI: 10.1016/j.jfs.2024.101273
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More about this item
Keywords
Systemic risk; Granger-causality network; MES; SRISK; Delta CoVaR;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
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