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isPartOf:"Discussion papers"
subject:"World"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~person:"Chabot, Ben"
~person:"Milunovich, George"
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Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
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2
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 71-79
Persistent link: https://www.econbiz.de/10011543895
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