Contents
한국 은행산업의 CoVaR 추정
Estimating the CoVaR for Korean Banking Industry
- 0 WEB OF SCIENCE
- 0 SCOPUS
- 2465 ITEM VIEW
- 1096 DOWNLOAD
- Abstract
The concept of CoVaR introduced by Adrian and Brunnermeier (2009) is a useful tool to measure the risk spillover effect. It can capture the risk contribution of each institution to overall systemic risk. While Adrian and Brunnermeier rely on the quantile
- Issue Date
- 2010-09-20
- Publisher
- 한국개발연구원
Korea Development Institute
- Language
- ko
- Files in This Item:
Click the button and follow the links to connect to the full text. (KDI CL members only)
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.