Comparing Tail Risk and Systemic Risk Profiles for Different Types of US Financial Institutions

Stefan Straetmans, Katie Dinh

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationExtreme Events in Finance: a Handbook of Extreme Value Theory and Its Applications
EditorsFrancois Longin
PublisherJohn Wiley & Sons Inc.
ISBN (Print)978-1-118-65019-6
Publication statusPublished - 2016

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