The simple economics of bank fragility

Journal of Banking and Finance

Volumn 29, Issue 4, 2005, Pages 803-825

  De Vries, C G ^a,b,c  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b DE NEDERLANDSCHE BANK   (Netherlands)

^c EURANDOM   (Netherlands)

Author keywords

Asymptotic dependence and independence; Bank linkages; Fragility and systemic failure; Multi variate extreme value analysis

Indexed keywords

EID: 12444266893     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.08.003     Document Type: Article

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