Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network

Emerging Markets Review - Tập 35 - Trang 164-189 - 2018
Miguel A. Rivera-Castro1, Andrea Ugolini1, Juan Arismendi Zambrano2,3
1Post graduate programme in management - PPGA, UNIFACS, Rua Dr.José Peroba 251, Salvador 41770-235, Brazil
2Department of Economics, Finance and Accounting, National University of Ireland, Maynooth University, Maynooth W23 HW31, Ireland
3ICMA Centre, Henley Business School, University of Reading, Whiteknights, Reading, RG6 6BA, United Kingdom

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