Work

Procyclical Leverage and Value-at-Risk

Year: 2013

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hht068

Authors: Tobias Adrian, Hyun Song Shin

Institutions: Federal Reserve Bank of New York, Princeton University

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124258798

FWCI: 75.77

Cites: 60

Cited by: 583

Related to: 10