Analysing contagion and bailout effects with copulae evidence from the subprime and Japanese banking crises
Year of publication: |
2012
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Authors: | Weiß, Gregor N. F. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 36.2012, 1, p. 1-32
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Subject: | Bankenkrise | Banking crisis | Japan | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Multivariate Verteilung | Multivariate distribution | Schuldenübernahme | Bailout | Subprime-Krise | Subprime financial crisis | Bankenliquidität | Bank liquidity |
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