DSpace at EWHA: Measuring systemic risk in the Korean banking sector via dynamic conditional correlation models

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DC Field	Value	Language
dc.contributor.author	윤재호	*
dc.date.accessioned	2016-08-28T11:08:26Z	-
dc.date.available	2016-08-28T11:08:26Z	-
dc.date.issued	2014	*
dc.identifier.issn	0927-538X	*
dc.identifier.other	OAK-11588	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/227968	-
dc.description.abstract	CoVaR; DCC (dynamic conditional correlation) model; MES (marginal expected shortfall); Systemic risk; Threshold VAR	*
dc.language	English	*
dc.title	Measuring systemic risk in the Korean banking sector via dynamic conditional correlation models	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	27	*
dc.relation.index	SSCI	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	94	*
dc.relation.lastpage	114	*
dc.relation.journaltitle	Pacific Basin Finance Journal	*
dc.identifier.doi	10.1016/j.pacfin.2014.02.005	*
dc.identifier.wosid	WOS:000338399400006	*
dc.identifier.scopusid	2-s2.0-84897756176	*
dc.author.google	Yun J.	*
dc.author.google	Moon H.	*
dc.contributor.scopusid	윤재호(55545901200)	*
dc.date.modifydate	20231123105943	*