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An analysis of the literature on systemic financial risk : a survey
Silva, Walmir
;
Kimura, Herbert
;
Sobreiro, Vinicius Amorim
- In:
Journal of financial stability
28
(
2017
),
pp. 91-114
Persistent link: https://www.econbiz.de/10011825525
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The implications of dependence, tail dependence, and bounds' measures for counterparty credit risk pricing
Arismendi Zambrano, Juan Carlos
;
Belitsky, Vladimir
; …
- In:
Journal of financial stability
58
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013417464
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