fbevnts Libri di Michele Meoli - libri Rivista internazionale di Scienze Sociali

Michele Meoli

Author's titles

Systemic Risk Determinants in the European Banking Industry during Financial Crises, 2006-2012 digital Systemic Risk Determinants in the European Banking Industry
during Financial Crises, 2006-2012
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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