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June 20, 2013

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Subject/Keyword: downside risk.

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1. Title: Systemic Risk and Asymmetric Responses in the Financial Industry   Author/Editor: López-Espinosa, Germán ; Rubia, Antonio ; Valderrama, Laura ; Moreno, Antonio   Series: Working Paper No. 12/152   Published: June 01, 2012   Subject(s): Banking systems | Commercial banks | Economic models | Financial risk | Risk management   Author's Keyword(s): Value at Risk | systemic risk | tail-risk dependence | downside risk.

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