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Dependence structure of risk factors and diversification effects
Chen Zhou - 2009
Persistent link: https://www.econbiz.de/10003865271
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Are banks too big to fail?
Chen Zhou - 2009
Persistent link: https://www.econbiz.de/10003912748
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Are banks too big to fail? : measuring systemic importance of financial institutions
Chen Zhou - In: International journal of central banking : IJCB 6 (2010) 4, pp. 205-250
Persistent link: https://www.econbiz.de/10008907942
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On extreme value statistics : maximum likelihood portfolio optimization extremal rainfall internet auctions
Chen Zhou - 2008
Persistent link: https://www.econbiz.de/10003775890
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Can open capital markets help avoid currency crises?
Garita, Gus; Chen Zhou - 2009
Persistent link: https://www.econbiz.de/10003806070
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Systematic risk under extremely adverse market conditions
Oordt, Maarten van; Chen Zhou - 2011
Persistent link: https://www.econbiz.de/10008901175
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Discussion of "Are banks too big to fail?"
Straetmans, Stefan - In: International journal of central banking : IJCB 6 (2010) 4, pp. 251-258
Persistent link: https://www.econbiz.de/10008907940
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The simple econometrics of tail dependence
Oordt, Maarten R. C. van; Chen Zhou - 2011
Persistent link: https://www.econbiz.de/10009011307
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Systemic risk allocation for systems with a small number of banks
Qin, Xiao; Chen Zhou - 2013
Persistent link: https://www.econbiz.de/10009746621
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Looking at the tail : price-based measures of systemic importance
Chen Zhou; Tarashev, Nikola A. - In: BIS quarterly review : international banking and … (2013), pp. 47-61
Persistent link: https://www.econbiz.de/10009753817