Quantifying the Impact of External Shocks on Systemic Risks for Russian Companies Using Risk Measure $$\varDelta \text {CoVaR}$$
Crossref DOI link: https://doi.org/10.1007/978-981-13-0746-1_3
Published Online: 2018-08-18
Published Print: 2019
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lunkov, Alexey
Sidorov, Sergei
Faizliev, Alexey
Inochkin, Alexander
Korotkovskaya, Elena
License valid from 2018-08-18