Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach

Marta Karaś , Witold Szczepaniak


Author Marta Karaś (MISaF / IZF / KIFiZR)
Marta Karaś,,
- Katedra Inwestycji Finansowych i Zarządzania Ryzykiem
, Witold Szczepaniak (MISaF / IZF / KIFiZR)
Witold Szczepaniak,,
- Katedra Inwestycji Finansowych i Zarządzania Ryzykiem
Publication size in sheets0.5
Book Jajuga Krzysztof, Orlowski Lucjan T., Staehr Karsten (eds.): Contemporary Trends and Challenges in Finance, Springer Proceedings in Business and Economics, 2017, Springer, ISBN 9783319548845, 320 p.
Languageen angielski
Score (nominal)20
Score sourcepublisherList
Publication indicators WoS Citations = 2
Citation count*
Share Share

Get link to the record

* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.