Dynamic modeling of systemic risk and firm value: A case of Pakistan
The study examines the systemic risk of banking sector in Pakistan and elucidates the factors that exacerbate the systemic risk taking. First, a systemic risk measure ∆CoVaR is applied to analyze the contribution of individual institution to the whole financial system. Secondly, systemic risk and fi...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Taylor & Francis Group
2019
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/a382912467d24192b72a2f884b7258ff |
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