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September 02, 2014
 

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Subject/Keyword: co-exceedance

 
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1. Title: Contagion Risk in the International Banking System and Implications for London as a Global Financial Center
  Author/Editor: Chan-Lau, Jorge A. ; Mitra, Srobona ; Ong, Li L.
  Series: Working Paper No. 07/74
  Published: April 01, 2007
  Subject(s): Bank soundness | International banking | Economic models | United Kingdom
  Author's Keyword(s): Bank soundness | co-exceedance | contagion risk | distance-to-default | extreme value theory | LOGIT
 

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