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Sylvain Benoît · Study
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Author
Sylvain Benoît
5 works
· latest 2018
· 3 institutions
cluster: provisional
ORCID 0000-0003-1835-3210
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Most cited in this library
Where the Risks Lie: A Survey on Systemic Risk
2015 · 688 citations
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
2011 · 102 citations
A Theoretical and Empirical Comparison of Systemic Risk Measures
2013 · 96 citations
A Theoretical and Empirical Comparison of Systemic Risk Measure: MES Versus Delta Covar
2012 · 51 citations
Pitfalls in systemic-risk scoring
2018 · 44 citations
Works
5 shown
Pitfalls in systemic-risk scoring
Journal of Financial Intermediation
·
2018
·
2 authors
·
Open access
44
citations
Where the Risks Lie: A Survey on Systemic Risk
European Finance Review
·
2015
·
4 authors
·
Open access
688
citations
A Theoretical and Empirical Comparison of Systemic Risk Measures
HAL
·
2013
·
3 authors
·
preprint
·
Open access
96
citations
A Theoretical and Empirical Comparison of Systemic Risk Measure: MES Versus Delta Covar
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
51
citations
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
SSRN Electronic Journal
·
2011
·
3 authors
·
preprint
·
Open access
102
citations