Hartmann, P.

market stock table return probability dependence banking distribution linkage euro area system currency value country sample crash correlation result measure paper pdunhw spillover crisis stability contagion bivariate banking system stability estimate journal index level 2003. hartmann fundamental exchange multivariate crises pdunhwv vwrfn asset statistic model example parameter euro area banks quantile spillover risk number olqndjhv section banking system risk straetman panel period price paper series conditioning bank stock returns nancial european banking system 100.0 germany italy exchange rate returns france function estimator tail- spread estimation policy perspective uhwxuqv report appendix currency crises ehwzhhq march change