1
by Yao, James
Published 2002
International Monetary Fund
...This study uses bivariate extremal dependence measures, based on the number of equity return co...

2
by Chan-Lau, Jorge
Published 2012
International Monetary Fund
.... Accomplishing these objectives depends on country-specific features of the banking system, business practices...

3
by Chan-Lau, Jorge
Published 2021
International Monetary Fund
... depend on a handful of parameters, the mapping easily accommodates shocks arising from quantitative...

4
by Sy, Amadou
Published 2006
International Monetary Fund
... the same theoretical framework but differ depending on the level of capital adequacy thresholds and asset...

5
by Chan-Lau, Jorge
Published 2017
International Monetary Fund
... rankings depend on the choice decomposition method. The standard choice is the order invariant generalized...