Risk Contagion under Extremes: Interplay of Tail Heaviness and Dependence

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Xue-Zhong 'Tony' He, Weiran Li, Chengxiu Ling, jiajun liu
DOI: 10.2139/ssrn.6024003
Cited by: 0
References: 43

Fields of Study & Subjects

Financial Risk and Volatility Modeling Banking stability regulation efficiency Credit Risk and Financial Regulations

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint