Measuring tail-risk cross-country exposures in the banking industry
Year of publication: |
2017
|
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Authors: | Rubia, Antonio ; Sanchis-Marco, Lidia |
Published in: |
Revista de economía aplicada : REA. - Zaragoza : [Verlag nicht ermittelbar], ISSN 2340-4523, ZDB-ID 2258000-1. - Vol. 25.2017, 74, p. 27-74
|
Subject: | bank contagion | SDSVaR | expectiles | Bank | Welt | World | Schätzung | Estimation | Bankenkrise | Banking crisis |
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