Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors

Author: Bernardi Mauro   Petrella Lea  

Publisher: MDPI

E-ISSN: 1911-8074|8|2|198-226

ISSN: 1911-8074

Source: Journal of Risk and Financial Management, Vol.8, Iss.2, 2015-04, pp. : 198-226

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Abstract