Tail risk dynamics of banks with score-driven extreme value models.
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| Title: | Tail risk dynamics of banks with score-driven extreme value models. |
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| Authors: | Fuentes, Fernanda1 (AUTHOR) ferfuentes@utalca.cl, Herrera, Rodrigo2 (AUTHOR) rodriherrera@utalca.cl, Clements, Adam3 (AUTHOR) a.clements@qut.edu.au |
| Source: | Journal of Empirical Finance. Mar2025, Vol. 81, pN.PAG-N.PAG. 1p. |
| Database: | Business Source Ultimate |
| ISSN: | 09275398 |
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| DOI: | 10.1016/j.jempfin.2025.101593 |
