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Bank Size and Systemic Risk |
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| Authors: | Amelia Pais Philip A. Stork |
| Affiliation: | 1. Massey University, College of Business, School of Economics and Finance, , Private Bag 102 904, North Shore Mail Centre, Auckland, New Zealand;2. VU University Amsterdam, Faculty of Economics and Business Administration, School of Finance and Risk Management, , Room 1e‐64, De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands |
| Abstract: | |
| Keywords: | systemic risk banks Extreme Value Theory too big to fail |