An Assessment of Systemic Risk in the Japanese Banking Sector

被引：3
|
作者：
Kanno, Masayasu [1 ]
机构：
[1] Kanagawa Univ, Fac Business Adm, 2946 Tsuchiya, Hiratsuka, Kanagawa 2591293, Japan
来源：
GLOBAL CREDIT REVIEW | 2014年 / 4卷 / 01期
关键词：
Systemic risk; distress insurance premium; deposit insurance system; dynamic conditional correlation; NUS-RMICRI's; PDs;
D O I：
10.1142/S2010493614500019
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：1 / 15
页数：15
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