IDENTIFYING CONTAGION RISK IN THE INTERNATIONAL BANKING SYSTEM: AN EXTREME VALUE THEORY APPROACH
| Year of publication: |
2012
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|---|---|
| Authors: | Chan‐Lau, Jorge Antonio ; Mitra, Srobona ; Ong, Li Lian |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 13246938. - Vol. 17.2012, 4, p. 390-407
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