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Article
Title:
Tail Dependence and Indicators of Systemic Risk for Large US Depositories
Authors:
Eliana Balla
(
Fed Res Bk of Richmond
)
Ibrahim Ergen
(
Fed Res Bk of Richmond
)
Marco Migueis
(
Fed Res Board
) (
Fed Res Board
)
Journal:
Journal Of Financial Stability
Year:
2014
Volume:
15
Pages:
195-209
DOI:
10.1016/j.jfs.2014.10.002
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