Título:

Tail Dependence and Indicators of Systemic Risk for Large US Depositories

Autores:

Eliana Balla (Fed Res Bk of Richmond)
Ibrahim Ergen (Fed Res Bk of Richmond)
Marco Migueis (Fed Res Board) (Fed Res Board)

Revista:

Journal Of Financial Stability

Ano:

2014

Volume:

15

Páginas:

195-209

DOI:

10.1016/j.jfs.2014.10.002