MODIFIED COVAR AS MEASUREMENT FOR BANKING INSTITUTION TO MARKET STOCK IN INDONESIA
The banking sector holds the majority of industrial assets in Indonesia so that it can cause systemically crisis to financial system in Indonesia. Therefore, the banking <br /> <br /> <br /> institution’s systemic risk need to be investigated by using ΔCoVaR model....
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/22117 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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