Hartmann, Philipp (contributor); … - 2004
to the bivariate tail dependence of returns in standard
asset pricing models has - to the best of our knowledge - not … − to the best of our knowledge − not been dealt
2
Recently, a number of studies contributed to the �nancial contagion … Integrated Risk Management, Risk Books, London, 187-
204.
22
ECB
Working Paper Series No. 324
March 2004
[21] Jondeau, E. and M …