Measurement of contagion in banks' equity prices
Year of publication: |
2004
|
---|---|
Authors: | Gropp, Reint ; Moerman, Gerard A. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 23.2004, 3, p. 405-459
|
Subject: | Bankrisiko | Bank risk | Schock | Shock | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | EU-Staaten | EU countries |
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