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jiajun liu

Xi'an Jiaotong-Liverpool University (XJTLU)

111 Renai Road, SIP

, Lake Science and Education Innovation District

Suzhou, JiangSu province 215123

China

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Risk Contagion under Extremes: Interplay of Tail Heaviness and Dependence

Number of pages: 34 Posted: 05 Jan 2026
Xi'an Jiaotong-Liverpool University (XJTLU), Xi'an Jiaotong-Liverpool University (XJTLU), Xi'an Jiaotong-Liverpool University (XJTLU) and Xi'an Jiaotong-Liverpool University (XJTLU)
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Abstract:

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risk contagion, tail dependence, extreme value theory, Systemic Risk, Financial Networks