Extreme Stock Return Co-movements of Financial Institutions: Contagion or Interdependence?
Year of publication: |
2003-12
|
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Authors: | Minderhoud, Koen |
Institutions: | de Nederlandsche Bank |
Subject: | banks | contagion | extreme co-movements | extreme stock returns | financial institutions | insurance companies | systemic risk |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C35 - Discrete Regression and Qualitative Choice Models ; G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; G22 - Insurance; Insurance Companies |
Source: |
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