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Volatility transmission in global financial markets
Clements, Adam
;
Hurn, Stan
;
Volkov, V. V.
- In:
Journal of empirical finance
32
(
2015
),
pp. 3-18
Persistent link: https://www.econbiz.de/10011556742
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Tail risk dynamics of banks with score-driven extreme value models
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
Journal of empirical finance
81
(
2025
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015405419
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