Extending the forward systemic risk measure: Do sector level variables matter?
Systemic risk is of concern for economic welfare as systemic financial crisis has the potential to inefficiently lower the supply of credit to the nonfinancial sector. Conventional systemic risk measures are parsimonious in nature and are used to assess the current systemic risk contributions of fin...
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| Auteurs principaux: | , , |
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| Format: | article |
| Langue: | EN |
| Publié: |
Taylor & Francis Group
2020
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| Accès en ligne: | https://doaj.org/article/e28cce209c3c4862ba6cfcef109f2146 |
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