caa a22 4500 467910189 CHVBK 20180406152847.0 cr unu---uuuuu 170328e20060601xx s 000 0 eng 10.1007/s10645-006-9001-6 doi (NATIONALLICENCE)springer-10.1007/s10645-006-9001-6 Minderhoud K. Noordkerkepad 52, 4361, Westkapelle, CL, The Netherlands aut Systemic Risk in the Dutch Financial Sector [Elektronische Daten] [K. Minderhoud] This paper investigates systemic risk in the Dutch financial sector by focusing on extreme return co-movements of the major financial institutions. In particular, we use a Monte Carlo simulation experiment conditioned on both a fat and a thin tailed underlying return distribution to test the potential for systemic risk. We find evidence of a strong potential for systemic risk, which has emerged after the major mergers in the end of the 1980s and early 1990s. Springer, 2006 extreme returns nationallicence financial institutions nationallicence systemic risk nationallicence C15 nationallicence G20 nationallicence De Economist Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com 154/2(2006-06-01), 177-195 0013-063X 154:2<177 2006 154 10645 https://doi.org/10.1007/s10645-006-9001-6 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10645-006-9001-6 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Minderhoud K. Noordkerkepad 52, 4361, Westkapelle, CL, The Netherlands aut NATIONALLICENCE 773 0- De Economist Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com 154/2(2006-06-01), 177-195 0013-063X 154:2<177 2006 154 10645 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer