Fig 12.tif (227.7 kB)
The relationship between lower tail dependence (systemic bust risk) and community size (the largest communities with more than 20 firms are not considered).
figure
posted on 2017-10-23, 17:37 authored by Hazem Krichene, Abhijit Chakraborty, Hiroyasu Inoue, Yoshi Fujiwara(Left) the global systemic bust risk; (right) the systemic bust risk per firm.
