Banking System Stability: A Cross-Atlantic Perspective
收藏NBER2005-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11698
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资源简介：
This paper derives indicators of the severity and structure of banking system risk from asymptotic interdependencies between banks' equity prices. We use new tools available from multivariate extreme value theory to estimate individual banks' exposure to each other ("contagion risk") and to
提供机构：
美国国家经济研究局
创建时间：
2005-10-01
