@article{measuringsystemicriskcommonfactor,
  title = {Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects},
  author = {Wan-Chien Chiu and Juan Ignacio Peña and Chih-Wei Wang},
  year = {2022},
  eprint = {2202.02276},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2202.02276v1},
}