Idiosyncratic Risks, Bailout, and Financial Crisis: A Copula Approach
The evidence on the dependence relationship of idiosyncratic risks among public‐listed banks is unclear in the presence of the bailout event in the recent financial crisis. There is a suspicion about the effects of bailout regimes on the idiosyncratic risk circulated among different size‐paired bank...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2015-06-01
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| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150715104459-DGLVS.pdf |