Medidas de risco e matriz de contágio : uma aplicação do CoVaR para o mercado financeiro brasileiro
Alternative title: | Risk measures and contagion matrix |
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Year of publication: |
2012
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Authors: | Almeida, Aléssio Tony Cavalcanti de ; Frascaroli, Bruno Ferreira ; Cunha, Danilo Regis de |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 10.2012, 4, p. 551-584
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Subject: | CoVaR | spillover effects | systemic risk | stress test | contagion |
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