Measuring the Interdependence of Banks in Hong Kong
Year of publication: |
2009-12
|
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Authors: | Fong, Tom ; Fung, Laurence ; Lam, Lillie ; Yu, Ip-wing |
Institutions: | Hong Kong Monetary Authority |
Subject: | Value-at-Risk | Systemic Risk | Risk Spillovers | Quantile Regression |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 0919 16 pages |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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