A Systematic approach to identify systemically important firms
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References listed on IDEAS
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More about this item
KeywordsSystemic Risk Measures; Systemically Important Firms;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-11-16 (All new papers)
- NEP-CBA-2013-11-16 (Central Banking)
- NEP-RMG-2013-11-16 (Risk Management)
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