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~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Discussion paper series / University of Essex, Department of Economics"
~isPartOf:"Discussion paper"
~isPartOf:"Economic modelling"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of fixed income"
~isPartOf:"Working paper series"
~person:"Choi, So Eun"
~subject:"Financial crisis"
~subject:"Portfolio selection"
~subject:"Public debt"
~subject:"Systemrisiko"
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Applied economics letters
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A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
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