Economic models of systemic risk in financial systems
Year of publication: |
1996
|
---|---|
Authors: | Loretan, Mico |
Published in: |
The North American Journal of Economics and Finance. - Elsevier, ISSN 1062-9408. - Vol. 7.1996, 2, p. 147-152
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Testing covariance stationarity of heavy-tailed economic time series
Loretan, Mico, (1991)
-
Pitfalls in tests for changes in correlations
Boyer, Brian H., (1997)
-
International portfolio rebalancing and exchange rate fluctuations in Thailand
Gyntelberg, Jacob, (2009)
- More ...