Tail dependence and indicators of systemic risk for large US depositories
Eliana Balla; Ibrahim Ergen; Marco Migueis
| Year of publication: |
2014
|
|---|---|
| Authors: | Balla, Eliana ; Ergen, Ibrahim ; Migueis, Marco |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 15.2014, p. 195-209
|
| Subject: | Extreme value dependence | Systemic risk | Systemically important financial institutions | Systemrisiko | Ausreißer | Outliers | Finanzkrise | Financial crisis | Finanzsektor | Financial sector | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Bankrisiko | Bank risk | Welt | World | USA | United States | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011306458