Tail dependence and indicators of systemic risk for large US depositories
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More about this item
KeywordsExtreme value dependence; Systemic risk; Systemically important financial institutions;
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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