07-023/2 - Weak & Strong Financial Fragility

• Authors
  J.L. Geluk, The Petroleum Institute; L. de Haan, Erasmus Universiteit Rotterdam; C.G. de Vries, Erasmus Universiteit Rotterdam
• Publication date
  February 14, 2007

• Keywords
  Systemic Stability; Multivariate Extreme Value Analysis; Asymptotic (In-)dependence
• JEL
  C6; G20