@misc{AdamsFuessGropp2012,
  author    = {Zeno Adams and Roland F{\"u}ss and Reint Gropp},
  title     = {Spillover effects among financial institutions: a state-dependent sensitivity value-at-risk approach : [Version September 2012]},
  booktitle = {SAFE working paper series ; No. 20},
  number    = {Version September 2012},
  doi       = {10.2139/ssrn.2267853},
  url       = {http://ssrn.com/abstract=2267853},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {20},
  type      = {workingpaper},
  pages     = {45 S.},
  year        = {2012},
}