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Systemic risk: a network approach
Hasse, Jean-Baptiste
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2020
Persistent link: https://www.econbiz.de/10012387222
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
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Caporin, Massimiliano
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Frattarolo, Lorenzo
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2020
Persistent link: https://www.econbiz.de/10012244841
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
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2016
Persistent link: https://www.econbiz.de/10011629466
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