Tail risk and systemic risk of finance and technology (FinTech) firms
Year of publication: |
2022
|
---|---|
Authors: | Chaudhry, Sajid M. ; Ahmed, Rizwan ; Toan Luu Duc Huynh ; Benjasak, Chonlakan |
Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 174.2022, p. 1-11
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Subject: | Asymptotic dependence | Banking | Multivariate extreme value theory | Systemic risk | Technological change | Technology | Technischer Fortschritt | Systemrisiko | Risikomaß | Risk measure | Risikomanagement | Risk management | Ausreißer | Outliers | Bank | Finanztechnologie | Financial technology | Risiko | Risk | Bankrisiko | Bank risk | Theorie | Theory |
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