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Publications by P. Tasca

Market Procyclicality and Systemic Risk

Quantitative Finance

English

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Market Discipline and Systemic Risk

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Management Science

Operations Research

English

Systemic Risk in Vietnam Stock Market

Asian Economic and Financial Review

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Bank Provisioning Behaviour and Procyclicality

Journal of International Financial Markets, Institutions and Money

English

Applying CoV aR to Measure Systemic Market Risk : The Colombian Case

English

Leverage and Systemic Risk

Systemic Financial Risk

English

Financial Connections and Systemic Risk

SSRN Electronic Journal

English

Insurance Activities and Systemic Risk

SSRN Electronic Journal

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Systemic Risk Modeling

IMF Working Papers

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Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk

Journal of Economic Dynamics and Control

Applied Mathematics

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