Identifying Systematic Risk in Banking Systems: A Graphical Model Analysis

Additional Metadata
Keywords	extreme value theory; max-linear models; systematic risk; causal order
Thesis Advisor	Grith, M.
Persistent URL	hdl.handle.net/2105/56906
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Driel, W.F. van. (2021, May 25). Identifying Systematic Risk in Banking Systems: A Graphical Model Analysis. Econometrie. Retrieved from http://hdl.handle.net/2105/56906

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