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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~isPartOf:"Journal of econometrics"
~person:"Diebold, Francis X."
~subject:"USA"
~subject:"credit risk"
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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