Measuring and testing for the systemically important financial institutions

Oktober 2012
Castro, C. / Ferrari, S.

Working Paper N° 228

JEL Klassifikation : 
C21
C58
G32
Schlagwörter: 
systemic risk
SIFIs
interconnectedness
quantile regression
stochastic dominance test
Macro-prudential Research Network (MaRs)
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