Return Dependence and the Limits of Product Diversification in Financial Firms

Journal of Money, Credit and Banking

Volumn 44, Issue 6, 2012, Pages 1151-1183

  Fomby, Thomas B ^a   Gunther, Jeffery W ^b   Hu, Jian ^c  

^a SOUTHERN METHODIST UNIVERSITY   (United States)

^b FEDERAL RESERVE BANK OF DALLAS   (United States)

^c RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

Copula; Financial crises; Return dependence

Indexed keywords

EID: 84865568481     PISSN: 00222879     EISSN: 15384616     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2012.00526.x     Document Type: Article

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