Original language | English |
---|---|
Title of host publication | Extreme Events in Finance: a Handbook of Extreme Value Theory and Its Applications |
Editors | Francois Longin |
Publisher | John Wiley & Sons Inc. |
Pages | 357-390 |
ISBN (Print) | 978-1-118-65019-6 |
DOIs | |
Publication status | Published - 2016 |
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 proceeding › Chapter › Academic