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Measuring systemic risk: A risk management approach

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  • Lehar, Alfred

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  • Lehar, Alfred, 2005. "Measuring systemic risk: A risk management approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2577-2603, October.
    • Handle: RePEc:eee:jbfina:v:29:y:2005:i:10:p:2577-2603
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    11. Marianne Gizycki & Mark Levonian, 1993. "A Decade of Australian Banking Risk: Evidence from Share Prices," RBA Research Discussion Papers rdp9302, Reserve Bank of Australia.
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