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What Kind Of Systemic Risks Do We Face In The European Banking Sector? The Approach Of CoVaR Measure Cover

What Kind Of Systemic Risks Do We Face In The European Banking Sector? The Approach Of CoVaR Measure

Folia Oeconomica Stetinensia
Volume 14 (2014): Issue 2 (December 2014)
By:   
Open Access
|Jun 2015
Authors

Authors

Renata Karkowska

rkarkowska@wz.uw.edu.pl

DOI: https://doi.org/10.1515/foli-2015-0017 | Journal eISSN: 1898-0198 | Journal ISSN: 1730-4237
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Language: English
Page range: 114 - 124
Submitted on: Sep 23, 2014
Accepted on: Dec 1, 2014
Published on: Jun 3, 2015
Published by: University of Szczecin
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
systemic risk,
value at risk,
risk spillovers,
banking sector
Related subjects:
Business and economics,
Political economics,
Political economics, other

© 2015 Renata Karkowska, published by University of Szczecin
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 14 (2014): Issue 2 (December 2014)
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