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Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach
Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach
Fuente:
Wiley Open Access
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Bibliographic Details
Main Authors:
Laura Garcia‐Jorcano
,
Lidia Sanchis‐Marco
Format:
Artículo Open Access
Published:
Wiley
2025
Subjects:
Journal of Forecasting
Online Access:
Acceder al recurso
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