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subject:"Risk measure"
person:"Andrén, Niclas"
~person:"Polanski, Arnold"
~isPartOf:"Staff working papers / Bank of England"
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Tail risk interdependence
Polanski, Arnold
;
Stoja, Evarist
;
Chiu, Ching Wai Jeremy
-
2019
Persistent link: https://www.econbiz.de/10012202260
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Extreme risk interdependence
Polanski, Arnold
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402815
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