Weak & Strong Financial Fragility
Year of publication: |
2007-02-14
|
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Authors: | Geluk, J.L. ; Haan, L. de ; Vries, C.G. de |
Institutions: | Tinbergen Institute |
Subject: | Systemic Stability | Multivariate Extreme Value Analysis | Asymptotic (In-)dependence |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 07-023/2 |
Classification: | C6 - Mathematical Methods and Programming ; G20 - Financial Institutions and Services. General |
Source: |
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