Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks

[1] Acharya V., 2010, MEASURING SYST UNPUB

[2] Acharya VV, 2011, WILEY FINANC SER, P87

[3] Adrian T., 2009, 348 FED RES BANK NEW

[4] [Anonymous], 1983, 1054 NAT BUR EC RES

[5] Billio M., 2010, 16223 NAT BUR EC RES

[6] Brownlees C., 2011, Volatility, Correlation, and Tails for Systemic Risk Measurement

[7] Burns P., 1998, Journal of Derivatives, V5, P7, DOI DOI 10.3905/J0D.1998.408000

[8] Engle Robert, 2011, DYNAMIC CONDIT UNPUB

[9] More evidence on the link between bank health and investment in Japan [J]. JOURNAL OF THE JAPANESE AND INTERNATIONAL ECONOMIES, 1997, 11 (03) : 296 - 310

[10] Financial intermediation, loanable funds, and the real sector [J]. QUARTERLY JOURNAL OF ECONOMICS, 1997, 112 (03) : 663 - 691

[1] Acharya V., 2010, MEASURING SYST UNPUB

[2] Acharya VV, 2011, WILEY FINANC SER, P87

[3] Adrian T., 2009, 348 FED RES BANK NEW

[4] [Anonymous], 1983, 1054 NAT BUR EC RES

[5] Billio M., 2010, 16223 NAT BUR EC RES

[6] Brownlees C., 2011, Volatility, Correlation, and Tails for Systemic Risk Measurement

[7] Burns P., 1998, Journal of Derivatives, V5, P7, DOI DOI 10.3905/J0D.1998.408000

[8] Engle Robert, 2011, DYNAMIC CONDIT UNPUB

[9] More evidence on the link between bank health and investment in Japan [J]. JOURNAL OF THE JAPANESE AND INTERNATIONAL ECONOMIES, 1997, 11 (03) : 296 - 310

[10] Financial intermediation, loanable funds, and the real sector [J]. QUARTERLY JOURNAL OF ECONOMICS, 1997, 112 (03) : 663 - 691