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The implications of dependence, tail dependence, and bounds' measures for counterparty credit risk pricing
Arismendi Zambrano, Juan Carlos; Belitsky, Vladimir; … - In: Journal of financial stability 58 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013417464
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An analysis of the literature on systemic financial risk : a survey
Silva, Walmir; Kimura, Herbert; Sobreiro, Vinicius Amorim - In: Journal of financial stability 28 (2017), pp. 91-114
Persistent link: https://www.econbiz.de/10011825525