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

Marta Karaś , Witold Szczepaniak

Abstract

n/a
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
Pages135-143
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 International Publishing, ISBN 9783319548845, 320 p.
Languageen angielski
Score (nominal)15
ScoreMinisterial score = 15.0, 02-07-2019, ChapterFromConference
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