Are Market-Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors?

Zhang, Q, Vallascas, F, Keasey, K et al. (1 more author) (2015) Are Market-Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors? Journal of Money, Credit and Banking, 47 (7). 1403 - 1442. ISSN 0022-2879

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Authors/Creators:
  • Zhang, Q
  • Vallascas, F
  • Keasey, K
  • Cai, CX
Copyright, Publisher and Additional Information: © 2015 The Ohio State University. This is the peer reviewed version of the following article: ZHANG, Q., VALLASCAS, F., KEASEY, K. and CAI, C. X. (2015), Are Market-Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors?. Journal of Money, Credit and Banking, 47: 1403–1442. doi: 10.1111/jmcb.12249, which has been published in final form at http://dx.doi.org/10.1111/jmcb.12249. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.
Keywords: G28; market measures of systemic importance; financial crises; regulation
Dates:
  • Published: October 2015
  • Accepted: 7 October 2014
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 25 Nov 2015 10:15
Last Modified: 01 Oct 2017 21:31
Published Version: http://dx.doi.org/10.1111/jmcb.12249
Status: Published
Publisher: Wiley
Identification Number: https://doi.org/10.1111/jmcb.12249

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