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Banking leverage procyclicality : a theoretical model introducing currency diversification
Pedrono, Justine
-
2017
Persistent link: https://www.econbiz.de/10011745493
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Banks' leverage procyclicality : does currency diversification matter?
Pedrono, Justine
;
Violon, Aurélien
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2017
Persistent link: https://www.econbiz.de/10011745514
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Procyclical leverage and value-at-risk
Adrian, Tobias
;
Shin, Hyun Song
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 373-403
Persistent link: https://www.econbiz.de/10010357216
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