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Giovanni Urga

Libri dell'autore

Systemic Risk Determinants in the European Banking Industry during Financial Crises, 2006-2012 newdigital
format: Article | RIVISTA INTERNAZIONALE DI SCIENZE SOCIALI - 2018 - 2
Year: 2018
The recent financial turmoil has stimulated a rich debate in banking and financial literature on the identification of systemic risk determinants and devices to forecast and prevent crises. This paper explores the contribution of corporate variables to systemic risk using the CoVaR approach (Adrian and Brunnermeier, 2016)...
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