Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies

Martin Knaup and Wolf Wagner ()

Journal of Financial Services Research, 2012, vol. 42, issue 1, 35-54

Keywords: Tail risk; Forward-looking; Banks; Systemic crisis; G21; G28 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10693-012-0131-5

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