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The beauty contest between systemic and systematic risk measures: Assessing the empirical performance |
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| Institution: | 1. School of Management, Zhejiang University, Hangzhou, China;2. University of Dayton, Dayton, OH, USA;3. Nomura Funds Research and Technologies America Inc, New York, NY, USA;1. School of Economics, Huazhong University of Science and Technology, Wuhan City 430074, PR China;2. School of Finance, Nankai University, Tianjin City, 300350, PR China;3. School of Economics and Management, Nanchang University, Nanchang City, 330000, PR China;4. Essex Business School, Colchester, CO4 3SQ, UK |
| Abstract: | |
| Keywords: | Systemic and systematic risk Cox model Lasso penalization |
| 本文献已被 ScienceDirect 等数据库收录！ | |