View in EDS

Tail risk dynamics of banks with score-driven extreme value models.

Saved in:
Bibliographic Details
Title: Tail risk dynamics of banks with score-driven extreme value models.
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
FullText Text:
  Availability: 0
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 183547299
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Tail risk dynamics of banks with score-driven extreme value models.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Fuentes%2C+Fernanda%22">Fuentes, Fernanda</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> ferfuentes@utalca.cl</i><br /><searchLink fieldCode="AR" term="%22Herrera%2C+Rodrigo%22">Herrera, Rodrigo</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> rodriherrera@utalca.cl</i><br /><searchLink fieldCode="AR" term="%22Clements%2C+Adam%22">Clements, Adam</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> a.clements@qut.edu.au</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Journal+of+Empirical+Finance%22">Journal of Empirical Finance</searchLink>. Mar2025, Vol. 81, pN.PAG-N.PAG. 1p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=183547299
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1016/j.jempfin.2025.101593
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 1
        StartPage: N.PAG
    Titles:
      – TitleFull: Tail risk dynamics of banks with score-driven extreme value models.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Fuentes, Fernanda
      – PersonEntity:
          Name:
            NameFull: Herrera, Rodrigo
      – PersonEntity:
          Name:
            NameFull: Clements, Adam
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 03
              Text: Mar2025
              Type: published
              Y: 2025
          Identifiers:
            – Type: issn-print
              Value: 09275398
          Numbering:
            – Type: volume
              Value: 81
          Titles:
            – TitleFull: Journal of Empirical Finance
              Type: main
ResultId 1