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Measuring risk contagion in financial networks with CoVaR

Fuente: arXiv

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Bibliographic Details
Main Authors:	Das, Bikramjit, Fasen-Hartmann, Vicky
Format:	Preprint
Published:	2023
Subjects:	Risk Management Probability Primary 62G32, 91G45, 91G70, Secondary 60G70, 62H05
Online Access:	Acceder al recurso
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