Dynamic modeling of systemic risk and firm value: A case of Pakistan

Volume: 6, Issue: 1, Pages: 1651440 - 1651440
Published: Aug 20, 2019
Abstract
The study examines the systemic risk of banking sector in Pakistan and elucidates the factors that exacerbate the systemic risk taking. First, a systemic risk measure ∆CoVaR is applied to analyze...
Paper Details
Title
Dynamic modeling of systemic risk and firm value: A case of Pakistan
Published Date
Aug 20, 2019
Volume
6
Issue
1
Pages
1651440 - 1651440
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