Measuring Systemic Risk: Common Factor Exposures and Tail...

European Financial Management 2015 / 11 Vol. 21; Iss. 5

Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects

Chiu, Wan-Chien, Peña, Juan Ignacio, Wang, Chih-Wei
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Volume:
21
Language:
english
Journal:
European Financial Management
DOI:
10.1111/eufm.12040
Date:
November, 2015
File:
PDF, 981 KB
english, 2015
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