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16-074/IV - Network, Market, and Book-Based Systemic Risk Rankings


  • Authors
    Michiel C.W. van de Leur, VU University Amsterdam, the Netherlands; Andre Lucas, VU University Amsterdam, the Netherlands
  • Publication date
    September 8, 2016
  • Keywords
    Systemically Important Financial Institutions (SIFI), European banking sector, systemic risk rankings, network based risk measures
  • JEL
    G01, G21