Tail risks in household finance
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DOI: 10.1016/j.frl.2024.106065
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More about this item
Keywords
Copula models; Extreme value theory; Financial dependencies; Household finance; Information theory; Tail risk;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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