Systemic Risk in the Dutch Financial Sector
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- Carlos Guiné, 2014. "Global Systemically Important Insurers," EIOPA Financial Stability Report - Thematic Articles 2, EIOPA, Risks and Financial Stability Department.
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Keywordsbanks; correlation breakdown; extreme co-movements; financial institutions; insurance companies; extreme stock returns; systemic risk;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-02-29 (All new papers)
- NEP-CFN-2004-02-29 (Corporate Finance)
- NEP-FIN-2004-02-29 (Finance)
- NEP-RMG-2004-02-29 (Risk Management)
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