Browsing by Author 

Browsing by Author "Fernández Ponce, E."  

Now showing items 1-1 of 1

    • Article
      Icon

      On multivariate extensions of the conditional Value-at-Risk measure 

      Di Bernardino, Elena; Fernández Ponce, E.; Palacios Rodríguez, Fátima; Rodríguez Griñolo, María del Rosario (Elsevier, 2015-03-12)
      CoVaR is a systemic risk measure proposed by Adrian and Brunnermeier (2011) able to measure a financial institution’s ...