Media type: E-Book Title: How much does book value data tell us about systemic risk and its interactions with the macroeconomy? : a Luxembourg empirical evaluation Contributor: Jin, Xisong [VerfasserIn] imprint: Luxembourg: Banque centrale du Luxembourg, February 2018 Published in: Banque Centrale du Luxembourg: Cahiers d'etudes ; 118 Extent: 1 Online-Ressource (circa 52 Seiten); Illustrationen Language: English Keywords: financial stability ; systemic risk ; macro-prudential policy ; dynamic copulas ; value atrisk ; shapley values ; risk spillovers ; Graue Literatur Origination: Footnote: Zusammenfassung in französischer Sprache Access State: Open Access