Narrow search
Showing 1 - 3 of 3
Cover Image
Tail systemic risk and banking network contagion : evidence from the Brazilian banking system
Castro, Miguel Angel Rivera; Ugolini, Andrea; Arismendi … - 2016
Persistent link: https://www.econbiz.de/10011882772
Cover Image
Validation of default probability models : a stress testing approach
Tsukahara, Fábio Yasuhiro; Kimura, Herbert; Sobreiro, … - In: International review of financial analysis 47 (2016), pp. 70-85
Persistent link: https://www.econbiz.de/10011624054
Cover Image
Tail systemic risk and contagion : evidence from the Brazilian and Latin America banking network
Castro, Miguel Angel Rivera; Ugolini, Andrea; Arismendi … - In: Emerging markets review 35 (2018), pp. 164-189
Persistent link: https://www.econbiz.de/10012114735