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Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature

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  • Linda Allen
  • Anthony Saunders

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  • Linda Allen & Anthony Saunders, 2004. "Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature," Journal of Financial Services Research, Springer;Western Finance Association, vol. 26(2), pages 161-191, October.
    • Handle: RePEc:kap:jfsres:v:26:y:2004:i:2:p:161-191
    DOI: 10.1023/B:FINA.0000037545.38154.8a
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