Idiosyncratic risks, bailout, and financial crisis : a copula approach
Daphne Wang and Khoa Huu Nguyen
| Year of publication: |
2015
|
|---|---|
| Authors: | Wang, Daphne ; Nguyen Khoa Huu |
| Published in: |
Global business and finance review. - Seoul : People & Global Business Association, ISSN 2384-1648, ZDB-ID 2839730-7. - Vol. 20.2015, 1, p. 53-70
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| Subject: | Financial Crisis | Idiosyncratic Risks | Copulas | Finanzkrise | Financial crisis | Multivariate Verteilung | Multivariate distribution | Risiko | Risk | Volatilität | Volatility | Schuldenübernahme | Bailout | Risikomanagement | Risk management | Bankenkrise | Banking crisis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Bankrisiko | Bank risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17549/gbfr.2015.20.1.53 [DOI] hdl:10419/224323 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011434259